Was it Really Their Name?

My great-great-grandmother was Nancy Jane Newman. She was born in 1846 in Indiana to Baptist parents, so there's no birth or christening record. Her life is well-documented (there's no missing years, etc.) and every document shows her as Nancy or Nancy Jane. A lady told me that Nancy was ALWAYS the nickname for Ann and that her REAL name WAS Ann and not Nancy. There's two tips today in this: (1) sometimes "nicknames" are not nicknames, and (2) don't listen to anyone who insists that something ALWAYS means something. There are exceptions to everything.