During family history research, many people are confronted at some point or other by what is termed a brick wall. This usually means we are stuck on a particular person; we seem unable to trace our ancestors any further until we have resolved which of two or three potential candidates is the right one.
Our hobby involves us locating our ancestors by reference to their given forenames and surnames. How many of us realise that the names by which we or our ancestors might know family members would not necessarily be treated as acceptable for general registration of births, marriages and deaths, or for the purposes of parish registers or censuses? If a name changes and we don't recognise it or know about it, that is probably why we cannot trace our ancestor!
Researchers tend to rely upon indexes be they online or elsewhere; these would include items like published indexes to censuses or parish registers. But we cannot regard them as gospel truth!
For example, take the forename Polly. The baptism and marriage of an ancestor known by this name will be found under Mary since Polly is a name variant of Mary. Many ancestors were known within the family by forenames, aliases or pseudonyms other than those given to them legally. This could explain why you have reached a brick wall when searching for them by the name by which they were known rather than their correct names used at registration or baptism.
Look at Alan Bardsley’s definitive work on first name diminutives and variants - First Name Variants 3rd edition 2003 published by the then named Federation of Family History Societies (Publications) Ltd (ISBN: 978-1-86006-177-6). This is still available from Family History Books online for a price of £5.95. It is well worth reading.
Alan says in his book... Over time first names have suffered from many variations, accidentally and deliberately introduced, sometimes making it difficult to track a particular person. This book is a compilation of first name diminutives and variants, and links together all those that have a relationship.