Yes I do. I was named after my mom, and when people asked what they should call me, my dad decided on Missy, since I was a "little Miss". He didn't know that Missy is a nickname for another name (Melissa), so I have spent my life telling people that my real name isn't Melissa. For that reason, most people outside my family don't know my nickname.
And I have a nickname for my nickname. For some reason, one of my nephews starting calling me "Aunt Miss" and his siblings & some of his cousins now call me that.