Your sentence is almost correct! Here's a clearer way to say it:
Original: They call me a killer whale. So scary I am!
Corrected: They call me a killer whale because I am so scary!
Explanation: The first sentence is good. In the second sentence, it's better to say 'I am so scary' instead of 'So scary I am' to sound more natural. Also, connecting the two sentences with 'because' helps explain why they call you a killer whale.