When searching for your ancestors sometimes even knowing their names does not seem to help! It depends on who recorded the records. I found a website (and I’m sure there are others) that has a list of alternates for names. http://www.censustrail.com/ctrail/abbreviations.php
http://amberskyline.com/treasuremaps/x-prop.html also shows how some of these names appear in script in the records.
Finding your female ancestors can be even more difficult. Many women of Catholic European heritage were named Mary something and spent their whole lives being known by their middle names. The only records that would have their Christian names are the birth, marriage, or death records – just the ones you are looking for!
Another problem I’ve found with searching for women in newspapers is the more formal naming patterns. Many of my ancestors’ newspaper records show the women as nothing other than Mrs. Jones or Mrs. Parker or, if I’m really lucky, Mrs. James Parker.
Don’t forget that some of your immigrant ancestors may still use the “foreign” given name they were born with. Lewis could be in the very record you are looking at but he’s listed as Ludwig. Rootsweb has a great chart for researching foreign names across multiple countries and shows the name in different languages: http://www.rootsweb.ancestry.com/~scoconee/names.html
The results are shown as .pdf files and you will need Adobe Acrobat Reader (or similar software) in order to read the results.
Don’t give up!