Are you called by your NICKNAME or your NAME?

Almost everyone calls me by my nickname. I wish my parents had called me by the name THEY gave me, but they were of the mind that everyone should have a nickname so I've been known by my nickname from Day 1. I don't get that, but that's how it is. I've even asked people to call me by my name, but they always go back to my nickname. Some people call me by my REAL name, and it always startles me.