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I don't think it would necessarily influence her personality, but it might be annoying for her if she is either shy or outgoing. If she's shy, it might be embarrassing for her to be called Shy, and if she's outgoing, she might get annoyed by people teasing her and saying, "How come you're called Shy? You're not shy!" Then again, it might not bother her at all. Annie seems like a safer bet as a nickname for Cheyenne.

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I prefer Elsa Cheyenne, but if she is going to be called Cheyenne all of the time, I think you may as well just name her Cheyenne Elsa. I'm not really a fan of people calling their children by their middle names, but if the way Elsa Cheyenne flows really bothers you, it wouldn't really be that big of a deal if she went by her middle name. It's not that uncommon for people to do that.