One thing you will learn when reading Russian novels is that Russians have sometimes surprising nicknames for longer "formal names."  In the chart below, the full or formal first name is followed by the most common nickname (in parenthesis).  When you speak to Russians "formally" you need to address them by their first name and patronymic (a middle name derived from the father's first name by adding "ovich" for sons and "ovna" for daughters).  When you are on close, friendly terms with them, or when you are speaking to someone who is younger, you can use the nickname.  It is entirely possible that YOU may call an adult Anna Andreyevna (Anna, the daughter of Andrej); while your mother will call her Anya.  Anna Andreyevna is a polite and formal address; Anya is familiar and informal.  The choice between the two parallels the relationship.  Make sure you can hear the difference.