I literally did this exact same procedure myself last month. First some background info, I have a nickname, every single person (except my mother) calls me by my nickname and has done for 30 years. Its actually got to the point now where if you call out to me using my actual first name it doesnt even register with me.
I've booked loads of holidays on Expedia and have always booked them using my proper first name, anyway this time around , not sure if I was tired or just not thinking, I booked the flight using my nickname as my first name (my passport has my actual forename on it). I didnt realise the mistake until several weeks later when I was looking at my flight itinerary on expedia. I phoned them up, they contacted the airline and was told cant change the name. Expedia said all I could do was cancel the ticket, expedia would refund the ticket cost and I could rebook. So I cancelled, Expedia refunded the 700 quid for the ticket (even though it was a non-refundable ticket) and I rebooked a few days later.
Has been an important lesson though because its made me realise that its probably time to get my forename changed legally to my nickname to prevent accidents like that happening again