I am a girl, not athletic, and 85% of my college friends called me by last name -- a lot b/c they thought it was first name when they initially met me. My DH, who I met in college, still calls me by my last name (as does his family) -- when he uses my first name (usually in front of other people) I don't always realize he's talking to me.
Never had a nickname growing up, so I never discouraged being called by my last name (which is rather trendy as a first name these days). I don't refer to myself this way -- you know, during my inner monologues.