Snail Games Gaming Smartphone with Built-in controller.
I imagine some co-workers at work like the boss or manager, and teachers at school may find it disrespectful for you to pull out and use smartphone which is also a handheld since they may think you are playing games when you should be working, or paying attention in class.
A gaming smartphone with a controller may also be a distraction which may cause other workers, and students not to do work or study.
I doubt anyone would have a real problem with it once you explain what it is. It may seem weird to them at first, but once you open up the phone or messaging apps, they'll understand.
Just make sure you don't play games around them. Any employer would be upset if they saw an employee playing Candy Crush. I'm sure they would be equally as upset if they saw you playing Taichi Panda during work.
As Demon_skeith said, it does look like a playstation handheld, so people might mistake it for that . Although if you explain it and not use it to play games in front of them, I don't really see why a reasonable person would have a problem with that.
I agree, if you explain that it is a phone, most people would be fine with you bringing the phone to school or work to use as a cell phone.
I imagine, if you use a gaming related wallparper, or animated wallpaper, people may think you are gaming, so it is probably best to use a regular image, or color as the wallpaper.