If a character is predominantly referred to by a nickname in a work, then you may use that nickname in your paper. For example, in Mario Puzo’s novel The Godfather, the character Frederico Corleone is referred to as Fredo, so you could refer to him as Fredo in your discussion. 

We follow The Chicago Manual of Style for the styling of nicknames. Thus, when the nickname is used as part of the full name, we enclose the nickname in quotation marks: Frederico “Fredo” Corleone. But when the nickname is used alone, quotation marks are omitted. As the Chicago Manual also notes, “A descriptive or characterizing word or phrase used as part of, or instead of, a person’s name is capitalized” (“Epithets”). Among other examples, the manual lists Catherine the Great and the Wizard of Menlo Park (Thomas Edison).

Work Cited

“Epithets (or Nicknames) and Bynames.” The Chicago Manual of Style, 17th ed., sec. 8.34, U of Chicago P, 2017, www.chicagomanualofstyle.org/book/ed17/part2/ch08/psec034.html.