Nicknames are a tricky thing. Past a certain point, they become so well-known and widely used that it scarcely seems fair to refer to them as anything other than a real name - despite what any birth certificate or driver’s license might say. Would it really make sense to refer to Jughead, Shaggy, E.T., or Master Chief as anything other than those names, just because it's not the one they were fictionally born with?
Names, after all, are often more important than most people realize. Revelations like Wolverine's birth name or Indiana Jones's true first name aren't just interesting trivia items; they’re important components in those characters’ personal histories that speak volumes about their nature - origin stories in and of themselves.
Goofy may be goofy, but he’s not actually "Goofy." Or, at least, he didn’t used to be. Back in the '50s, Walt Disney wanted to reinvent the character, so Goofy started appearing in more domestic cartoons that saw him working ordinary jobs and then coming home to his wife and child. In those days, “Goofy” was more of a nickname, and his paychecks were made out to George Geef - which is apparently his actual name.
The modern incarnation of the character has dropped the "Geef" motif, and now uses Goof as a surname - as evidenced by his son, Max Goof. It’s unclear if George is still his first name or not, just like it’s unclear what exactly happened to the now mysteriously absent Mrs. Geef.
Even monsters have names. Even... Cookie Monsters. But for decades, no one thought twice about the fact that other Sesame Street stars like Oscar, Bert, and Elmo got regular people names - and Cookie Monster was only ever referred to in terms of his gluttonous appetite.
It wasn't until 2004 that Cookie Monster first revealed that, before he developed his dietary compulsion, he was named Sid. Six years later, Cookie Monster tweeted the full truth: "Me wasn't born with name 'Cookie Monster.' It just nickname dat stuck. Me don't remember me real name... maybe it was Sidney?"
It's nice to have confirmation, but the tweet also seems to suggest that Cookie Monster is so lost within the throes of his baked-goods habit that he no longer recalls his own name - and that's pretty tragic by Sesame Street standards.
Everyone in E.T. the Extra-Terrestrial refers to the central alien figure as just “E.T.” - that’s even what he calls himself when he infamously insists, "E.T. phone home." But that’s just an acronym for extraterrestrial, which is what he is, and surely he had some other moniker before he made his journey to Earth.
According to an unused script treatment for an E.T. sequel written by Steven Spielberg, the alien’s actual name is Zrek. That’s something Elliott would have found out when evil albino versions of E.T.’s race came looking for him with ill intentions - so, perhaps he’s better off having never found out.
To be clear, Thanos's real name is Thanos - and he doesn't really seem like the type to ever accept a nickname other than "The Mad Titan." But that isn't the name his mother originally picked out for him. Sui-San of the Eternals had planned on naming her son "Dione" - but then he came out all purple and wrinkle-chinned, and she went insane, so his dad picked out "Thanos" instead.
With Thanos having long since wiped out most other members of his race, this isn't exactly public knowledge. It's such a closely guarded secret, in fact, that in the Thanos Wins storyline, a future version of Thanos invoked the name of Dione to convince his younger self he was the real deal.