My aunt's legal name is Elise, but when she was in grade school she decided to start going by Lisa because she was having the same problem as you.
My legal name is Evangeline, but I go by Eva everywhere. My parents saw it on a gravestone when they were walking in a cemetery one day and really liked it. My mom still says I was named after the Henry Wadsworth Longfellow character, but I'm pretty sure she's just embarrassed to admit she picked her daughter's name from a grave.
My sisters and I all have the same middle name. It's my mother's last name. The women in my family usually don't change their last name when they get married, but she wanted us to have her name as well. (I guess we just see it as anti-feminist and backwards) I think it's a really good way to give us a name from each side of the family.
With both of my sisters my mom and step-dad guarded their names until it was official. I was the only one who knew Isabel's name until she was born, and none of us expected Lindy to be Lindy until my step-dad called us to let us know after she was born. We all thought her name would be Beatrice because that's what my mom was leaning towards.
My brother was named after the first of our relatives to come to America from Ireland 150 years ago and incidentally has the same name (first name and surname, just spelled differently) as an actor who was in a big production film at the time, but my dad and step-mom weren't aware of it until well after his birth when someone pointed it out to them.