I call my therapist by her first name. Sometimes nickname! But that's only when I talk about her with other people.

What I find weired is that I usually don't mention her name in the sessions.

As far as her, she calls me by my first name, which I don't like, and sometimes by my nick name. She kinda plays with that...if she wants to call my attention she calls me by my name. If she sees I'm struggling opening up or something she will call me by my nick name.