1. Go to Analysis > Information Library.  Click Add an ad-hoc query.
  2. Select the source view of constituents and click ok.
  3. In the middle, click on Nickname and move to Include Records Where.
  4. Set the criteria to Not Blank.
  5. In the middle, click on Nickname and move to Results Fields to Display.
  6. Go to the Set Save Options tab.
  7. Name the query and Save and close.
  8. Alternatively, for quick data clean up, you can also go to Preview Results tab, click on a record, click Browse, choose Page Definition constituent Page and click OK.  Then you can click Next record to go through each record in the query and update their name formats on the Personal Info, personal tab.