I find this hilarious since I name my hamsters after Red Wings.
Anyway, as previously stated, the players refer to each other by nicknames and we pick up on it.
Sometimes we make up our own, but usually it falls to whatever we hear them saying in interviews.
In some cases, it is easier and shorter. When a player is new, a difficult name can be tough to spell. Referring to a player as Abby can save time until people learn to spell Abdelkader. People still can't spell Valtteri Filppula, nor can half of them pronounce it. Val, on the other hand, requires no trips to the Wings' website.
Add in that Swedes usually double the S in names ending in "son" whereas other Scandinavians may not, and that some people of Swedish descent have eliminated the double S after living in the US for generations. It's nice to have a nickname so as not to have to go back and check.
If there is more than one player with the same name, it can avoid confusion, although we rarely have the trouble. Just throwing it out there.
Sometimes it's just to make typing easier. We all know to whom we're referring when we say Z, Q, XO, or E.
I think the first response had the correct answer: It's a hockey thing.