I'm in Canada, though. This is my mom's name, and it was quite popular in her age bracket (earlier forties.) She actually worked with another
Nicola about a decade ago, but it wasn't an issue because she [my mom] pronounces it bizarrely: nih-CO-la, not NICK-a-la like most people.
I view it as kind of dated. Maybe that's why people here opt more for
Nicole?
I don't dislike it, but I don't like it. It too much my mom's name to like it. I can't like any of my family names, I find. I think I prefer
Nikola because I'm on a "k" kick lately :)
As for
Nicky... nah, I don't think that would really be an issue. It just takes one "Oh hey
Nicky!" "Actually, it's just-Nicola." to set [most] people straight. I've gone all my life without anyone shortening my name and so has my brother (although he does have a nn that has nothing to do with his real name.) I know we've discussed this here before and other people have had the same experiences as well, so I don't think it'd be too difficult.