How do you present your self -Alias?

[Jeso]

So my real name is Jesus ... my middle name is Oscar, and since I was little, I've been called Jeso by my dad for some reason.. Jeso being Jesus + Oscar, made into like one single thing. That's why i chose it as my Artist nickname or whatever. But here is the thing... When you introduce yourself to other people in real life, clients and other artists specifically, and you have built your online presence around your artist nick name... How do you present your self in real life? Do you say your real name? or do you say your Alias? or both?
In my case is weird to say my real name, because often times English speakers would pronounce it as "Jeezus" as in.. Jesus Christ.. lol That's annoying and inconvenient.

Just kinda wondering, it got me thinking lately.. What do you guys think?