The reason she got the nickname bloody Mary was because she had many of her protestant opponents put to death along with her cousin, Lady Jane Grey, the Queen Hand picked by her brother before he died from tuberculosis and the Father of Jane Grey. She tried very hard to return England into the Catholic realm until she passed away from suspected stomach cancer.
Source : Elizabeth, the forgotten Years by John Guy, ISBN 978-0-241-96365
Source : wikipedia.com
Source Britanica.com