Sure people can change their nicknames, but people change their real names too. I've gone by three different 'real' names throughout my life. That may not be super common, but people getting married and changing their name at least once is certainly not rare. The way I see it, a 'real' name is only more real than the others insofar as it's the name the government uses for you. But that sort of realness isn't relevant for social purposes. For social purposes, the 'realest' name is the name people call you.