I am always known by a nick name, have been since i was small - aquaintances call me by this nickname, it's not an affectionate thing, iyswim? Friends sometimes shorten the nickname as an affectionate diminutive.
If people ring up and ask for me by my given name, I pretend I'm out and ask to take a message - since, if I don't know them (which I don't, as they called me by given name, plus surname, sometimes), then the call is either annoying, eg sales cold call, in which case I have saved the irritation of answering it properly, or important, eg, doctor, in which case they can leave a message and I can be me again and phone straight back.
I did this half an hour ago and my next door neighbour, who was round for a coffee glass of wine thought it was really funny, and said I was paranoid!
. Sensible, I think!.