In 2001, I did a month long exchange program to Thailand. A group of eight Canadians stayed with eight Thais, and the year before they stayed with us. Incredible program.
All the Thais, as you mention, had nicknames. But many of the nicknames were English words that weren't really used as names in the West. I lived with a guy named 'Knight'. Another guy was 'Farm'.
Were these names Anglicized versions of Thai nicknames? Or were the actual nicknames just sometimes pulled at random from an English dictionary?
However, the influence of western media in recent years caused this to slowly shift into English words in the past twenty or so years. So nowadays it's not uncommon to find someone named "Night", "Nick", "Note", "Buddy", etc. There was also a brief period where people named their kids based on a Korean star they like (though not as popular as English-sounding names).
(And yes, getting referred to by first name on a website is always very weird to me :)
A famous English name in expat in China circles is Rainy.
Funny that. A friend of mine since high school - who is white and has never been to Asia - has the first name Rainey. Not a nickname.
I've never met anyone else with the name!
Family names are almost never used expect in legal documents or formal setting. It's common for people who have been friends for years to not know each other's family names as they are so rarely used in day to day life.
It's also common also for friends/coworkers to not know each other's given names -- though less so than family names. Especially as you would never call someone you're friends with by their given name as it would be a bit rude. Usually in offices (unless very old fashioned) or with friends and family you'd use nicknames exclusively.