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David Eddings does this in the Belgariad pentology. Main character Garion is introduced to a man whom his Aunt Pol calls "Old Wolf," and Garion decides to call him "Mister Wolf." Mister Wolf later...
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#4: Attribution notice removed
Source: https://writers.stackexchange.com/a/5296 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#3: Attribution notice added
Source: https://writers.stackexchange.com/a/5296 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#2: Initial revision
David Eddings does this in the _Belgariad_ pentology. Main character Garion is introduced to a man whom his Aunt Pol calls "Old Wolf," and Garion decides to call him "Mister Wolf." Mister Wolf later announces to other characters, "This is what Garion is calling me, and I happen to like it, so that's what you'll be calling me for now." All the attributives and narrative references to the man are "Mister Wolf." Garion later learns that the man is named Belgarath, and all attributives immediately switch over from there out. (This was so subtle I didn't notice it until my second or third read of the series.) Similarly, Garion's aunt is "Aunt Pol" whenever he is the story's focus, but when the narrative turns to her when he's elsewhere, the attributives use her full name, "Polgara." This goes on until the end of the series, when Garion formally refers to her as "Lady Polgara" for the first time. After that, in the _Malloreon_ (the sequel pentology), she is always "Polgara" no matter who is the narrative focus, because Garion has changed the way he thinks of her. Interestingly, although at one point in the first series Garion does something to earn himself the honorific of "Bel-" and many characters refer to him as "Belgarion," the character himself always thinks of himself as "Garion." There are also several characters who are spies, who tend to go by their nicknames: Kheldar is Silk, Liselle is Velvet. Khendon is Javelin. It's made clear early on what the characters' real names are, and they are used, but attributives are usually the nickname. For your story, I would say it depends on how your main character _thinks_ of this other person. If he thinks of the guy as "Bob" and later learns his real name is "Frank," it's fine to keep referring to him as Bob. But if he goes by "Nails," and Nails reveals his name is actually "Nicky" in a moment of bonding and friendship, then your character is going to think of him as Nicky.