Most people have a nickname. Or, at least, most people I know. That might be because the people I know are incredibly silly.
I have no real nicknames. I was called "Broni" when I was little. It was because I couldn't spell my whole name. So, for the first few years of my life, everything I wrote on had a big B, a backwards small R, a big O, a small N, and finally a small I.
After I got older, I went by my full name. I liked it. It caused a lot of issues -- constant repetition, constant misspelling and mispronunciation, etc. But, it was different and I was all about being different. Now, the only people who call me "Broni" are my Grandmother, my one childhood friend, and my sisters when they are being silly.
The only shortening of my name I get now is "Bron". This I like, but only by certain people. If I've known you long enough, we're friends, and I like you, it's fine. If not? Then it's not fine. I get scowl-y and attempt to glare a hole through your skull.
Maybe it's that friendly side of my personality that lends me not to have nicknames. I did have one kid in elementary school try and give me a name "Dog-wyn" but it never really caught on. I did however, beat the tar out of him, so that might have had something to do with it.