I tried to make the point about the given name. You generally won't find out what it is though until you get to know someone. Without too much detail, I'm just gonna say if someone hands you a card with several AKA's on it, all nicknames, you might want to be a little cautious.
And stuff can happen anywhere, even with all sensible precautions taken. It's a risk in any tourist area. There are packs of pickpockets that operate in every major destination city in the world, First World or Third World. Desperately poor destinations just increase the chances of something happening.