I have more than one (different for family and work colleagues) which I won't reveal as I'll blow my cover. One I can put up with, the other I can't stand but it's stuck with me for years so I think I've got it for good
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I've known lots of people over the years who have nicknames but I've never used them - just something I'm not comfortable with. I always address people by their first name (if appropriate), even if it appears I'm the only one to do so.
What are your experiences ?