When we lived abroad people often shortened Patrick and Teresa to Pat and Terri. I'd never been called Terri in my life before that! I didn't corrected anyone because it's not a big deal to me and I thought it was kind of funny but if it was happening on a regular basis I might get more upset.
A friend of mine has a unique European name that is constantly being mispronounced, she said it's better to correct people right away so that it's not awkward down the line when they finally realize they've been mispronouncing it for a long time.
Do you correct people if they mispronounce your name or use an over-familiar nickname?