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There quite a lot of people who think Nyu is a consciously created personality, me included. Theres also quite a lot of evidence to suggest this. Such as Lucy being aware of Nyu and Nyu having Lucys memories (this is working from the anime). So, yer, I agree. All Lucy wants is to be with Kohta, and becoming Nyu might have been the only way to do that.

There. Rant over.

Really? Wow.......I really need to check out the manga now. Heh, myu. That's so cute. Cheers, iKavu.

I really doubt that she became that because she wanted.
It was a shot you the back of the head, with probably would have damaged the brain, causing a split personality.
Normally, Nyu existed as part of Lucy, so in a way, she was bipolar, or having mood swings.
When she got shot, she gained the trait of having a multiple personality.
For those of us who have such slight problem, you can understand.
You don't have mood swings.
You become a whole new person with different traits.
You can't choose what you want.
You have something that then divides.

When you decompose a compound, you don't get to choose the elements that are the products, you get what made up the compound.
The compound and the element had different traits.

Hopefully that was a good summary/analogy.

Something that confirms the theory that Lucy was aware of her other personality was the time when the professor put Nyuu to sleep, and Lucy woke up. He mentioned that he thought she was asleep, and Lucy's response was that the 'other one' is.

Another thing I noticed..

When Nyu cut her hair shorter, how was it that she knew Kunae( or however you spell her name), Kouta's little sister's name when her name was never mentioned at that point?( or was it?! @_@ if I'm wrong, please tell me...)

True....-_- shows how much I pay attention..

It explains in the manga that she partially created this personality. Half of it was from the bullet connecting with that helmet, obviously causing some type of head trauma. Then she always wanted to grow up normal without horns, instead of living in the world of violence that she does. And as explained in the manga, she also created 'Nyu' because she was afraid to face Kouta as her normal self.