When Stephen thinks, "Talk that to someone else, Stevie: a pickmeup," he is clearly talking himself out of his interest in the girl at the Hodges Figgis' window, in the same way that he has urged himself earlier in Proteus to be more financially prudent ("go easy with that money like a good young imbecile"), or to give up his fascination with obscure medieval texts ("Come out of them, Stephen. Beauty is not there"), or to get over his religious piety ("Cousin Stephen, you will never be a saint"), or to stop lusting after women in the street ("Sell your soul for that, do, dyed rags pinned round a squaw"). But why does he call himself Stevie? And what is a pickmeup? The sentence seems to recall a conversation that Stephen had with his friend Davin in the last chapter of A Portrait of the Artist as a Young Man.
The nickname Stevie appears nowhere else in Ulysses, but Joyce had used it in earlier fictions. In Stephen Hero Stephen is addressed that way several times by his university companion Madden, a young man from Limerick: "—You know, Stevie, he said (Madden had a brother Stephen and he sometimes used this familiar form) you always told me I was a country buachail and I can't understand you mystical fellows." In A Portrait Stephen acquires another university companion named Davin, from the countryside south of Limerick. Davin appears to be a reincarnation of Madden based on his intense Irish nationalism, his unassuming country folksiness, and his use of the nickname Stevie: "—A thing happened to myself, Stevie, last autumn, coming on winter, and I never told it to a living soul and you are the first person now I ever told it to. I disremember if it was October or November. It was October because it was before I came up here to join the matriculation class."
This "thing" was an attempted seduction. Davin was late leaving a hurling match in the town of Buttevant, missed the train home, and began walking back along a very dark country road. When he saw a cottage with a light in the window, he knocked on the door and asked the woman inside for a glass of water. She gave him milk and, "half undressed," implicitly offered herself to him as well, saying that her husband was away: "And all the time she was talking, Stevie, she had her eyes fixed on my face and she stood so close to me I could hear her breathing. When I handed her back the mug at last she took my hand to draw me in over the threshold and said: Come in and stay the night here. You've no call to be frightened. There's no one in it but ourselves. . . . I didn't go in, Stevie. I thanked her and went on my way again, all in a fever. At the first bend of the road I looked back and she was standing at the door."
So it seems that in Proteus Stephen is channeling the chaste Davin, imagining his friend saying to him, "Don't go there, Stevie. It would just be a one-night stand." I have not found documentation for this use of "pickmeup," however.