How problematic is going by a preferred name while publishing with my full name? I grew up with a nickname, and I prefer to be called as that. It is quite different from my first name. When I introduce myself I usually just use the nickname.

I plan to use my full name in publication, and I have published papers using the full name already. 

My question is, how problematic is this choice? Should I try to change it? I would imagine someone not relating me to my papers/ not able to find me from the nickname.
I don't think this will be a problem. A large part of the research community will know you through your publications, and as long as the name is constant across those, you won't have a problem.

Amongst colleagues/researchers who also know you personally, this wouldn't be an issue since you can convey the dual name to them during interaction. For instance, your email signature could be something like Jay (John Doe). Similarly, if you use academic networking sites, you could either give the full name or the dual name (i.e. Jay (John Doe)).

The only case where this could potentially be a problem is, X talks about you to Y as 'Jay', and Y searches for 'Jay' (s)he may not come up with the right results. I think this is largely surmounted if you use Jay (John Doe) in written communication often enough, so that X passes that information along to Y. I have had colleagues tell me about a person, and also what name he publishes under, so that I can find him. If people hear it often enough, they make a strong association.