I have a pretty unique first name. (Thank you ma!)
When I was a kid, I chose a very non-ethnic variant of my name so that I could fit in with my friends who had more traditional American sounding names like Lauren, Sarah, Catherine, Jessica, Nicole, Allison etc. I just wanted to fit in.
By the time I was 18, I realized that I had a cool name, and being unique was a good thing. My old friends from growing up still call me by my nickname which I'm not really all that fond of anymore. Their position is- uh, we know you as X, we aren't going to just start calling you Y- that would be weird. I get that.
For me, over time, people have called me many things affectionately (and otherwise). The nickname I prefer from friends these days is KG (my initials). My besties came up with a funny name which rhymes with my own which is a part of the female anatomy (funny, but not my preference).
My favorite nicknames are the ones from when I was the youngest. My grand dad still calls me "Rosebud" and my mom calls me "Baby" (or "Bebitsa" in Greek, which means littlest baby) since I'm the youngest. Every time I hear them call me that, my heart melts. What name do you prefer?