I go by a nickname of my middle name, and only use my first name for legal/medical stuff. Someone at work (I wish I knew who it was!) got it into their head that I prefer my first name, and gives that out to all my customers. So they call me asking for "Alicia", when in reality I go by "Jenny". I usually say "Yes, my name is Alicia, but I go by Jenny." and repeat as often as necessary. If someone persists in calling me Alicia, I remind them, "Actually I prefer Jenny".
I think it's very disrespectful of people to not pay attention to your preferences for your name. Even if it's someone that you would normally defer to (pastor, teacher, grandparents), you still be able to have them call you by the name you prefer. That's a very basic part of your identity that people are being flippant about!