I keep coming across references to family and clan nicknames when attempting to research Greek family members/genealogy online. What are these and why are they used?

I understand why in the past, a Greek male might want to alter or shorten their name, ie: to avoid conscription into the Turkish armed services or to make it easier to emmigrate to the US and get work there, but why is it still being done? Where do the names originate from?

And why do women so often have them or use them?