Her given name is Alexandra Pauline Cohen. I do not know if she has ever actually talked about why she goes by Sasha, though.It makes me wonder if Sasha Cohen's real name is Alexandra. Has she ever talked about that?
Patrick Chan's nickname is Chiddy. His twitter username is PChiddy, which is a play on PDiddy, who is a rapper. Either Bryce Davison or Scott Moir came up with PChiddy.