Question for Brides who have nicknames, what gets used on monograms etc?

I would use the nicname. I have a nicname that starts with a different letter to my real name, but my family all know me by real name, just my friends and sisters use my nicname, so I would use my real name. However is your case I would go the nicname. For example a friend of mine's name is Ezequiel But everyone calls him Zique, so his letter was Z.