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Hi I have a question about this section in the application:

Any other names
In addition to the names already provided, are you now or have you ever been known by another name?
(Required)
You must provide all your names. For example, if you changed your name after marriage or have a different name that you use for professional purposes.

I am a bit worried. During my ten years of living in the UK I sometimes used another first name in some of the websites and asked some of my new friends to call me that. For example: My real name is Aragoros but I use Arron for my amazon delivery details name and some of my friends (including even some of my referees) know me as Aaron. Of course I am going to tell my referees to use my real name in the application. In the official documents and places such as doctors, schools, work and credit checks I use my real name Aragoros. So should I put that name in my application or better not to bother?

I would say "no" unless it was a name used on any official document (eg passport, national insurance record, GP registration, student records). If it is only a name you are known by informally it should be OK.

Use your "official" name as applicant name (as stated in passport) - in the UK using a different name is not against the law unless used for illegal purposes. State the other name as requested. Personally I often use a shortened name where convenient which I stated under "other names" in my application - not an issue.