A 1916 Photoplay explains the mystery to an Australian reader:
As late as 1916, you still see advertisements for films that star 'Mary Pickford, Better Known as Dolly Nicholson'. The situation gave rise to some very interesting stories, including disbelieving fans comparing the performances of Mary and Dolly and concluding that, despite their physical similarity, they cannot possibly be the same person!In the old Biograph days Mary Pickford was known to her friends in England and the Colonies as Dorothy or Dolly Nicholson, and Mabel Normand as Muriel Fortesque. At that time the producing companies did not announce the names of players in their pictures, and the British distributors found it necessary to supply them because of the public clamour to know the identity of their favourites.
So Mary was Dolly Nicholson, Mabel Normand was Muriel Fortesque, and another article says Owen Moore was known as Bob Gorman. Is anyone aware of any others?