I try not to use a coach's first name during the game - it's always "Coach" or "Coach Smith". But I have no problem with them using my first name...as Mick said, it gets my attention. With all of the "Hey Ref" stuff coming from the stands, I want the coach to be able to get my attention when they need to. It's what comes after the name that matters - in other words, if they say "Hey DJ, give me a 30 second time-out." we are fine. If they say "Hey DJ, you suck tonight." then we have a problem!
The other thing that will happen as you become more "well-known" in an area is that table crews will begin to know your name also. At least at schools where the clock operator, scorekeeper, etc.. are the same people all the time. It really isn't that big of a deal.