What company name should I enter if I have no company (just me) ?

Can I use any word or this should be my name? Can it be my nick name? Thanks!

If it’s just you then you have to enter your name.
In image below from the Google Play Developer Console it asks for “Company or developer name”. So both are treated equivalent.

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It is an identity that tells user about the developer of the application. And that is the sole purpose of this thing.

In the end it is the product you sell to the user that counts. There are a lot of failed games by large companies and there are a lot of successful games by indie developers who have published their games under their own name and not some company name.

So there is no harm in putting your own name there.

But make sure the name you provide will be your identity.

Yes, it should be alright though it is considered to be a better practice to have a company name to have some professional feel to your game. If you are just testing your game, you can use anything as your name as no one will be seeing it, but you.