Interesting info from uefa.com

"It has taken him the best part of half a century to admit it, but Brazilian legend Pelé has recently told a German newspaper that he is heartily sick of his nickname and would really rather be known by his full name, Edson Arantes do Nascimento. "Pelé isn't my name," he said. "My name is Edson and I really don't like people calling me Pelé. I didn't want, and have never liked this nickname." The player picked up his unfortunate nickname from of a team-mate of his father, João Ramos do Nascimento - or Dondinho - who played for a local club. Goalkeeper Bilé was the young Edson's hero, but his constant cries of "Save it, Bilé" earned him mockery and eventually a mis-spelled nickname courtesy of his classmates. "One of the other kids at school used to get on my nerves by calling me Pelé, until one day I had enough and punched him," he said. "I was a good pupil, but that cost me two days of suspension." Interestingly enough, for those who did not already know, Pelé was given the name Edson by his father in a mis-spelled tribute to electrical pioneer Thomas Alva Edison."

So the moral of the story is that you should speak out about not liking your nickname BEFORE you become the greatest soccer player in the history of the world. If you're just a regular person, no one will know your name anyway, so it doesn't matter.