I was raised to call adults “Mister —” and never to call them by their first names. (This rule was so strictly enforced that, even though I am 47 years old, I still call a man I met as a child “Mister Roeser” and probably always will!) I have maintained this practice, insisting that children address me as “Mister Schultz” and that my children address adults the same way. My wife claims that I am being “inconsistent.” She says that I must chose from between two “consistent” positions...
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I too was raised to call adults Mr. and Mrs., and I am forever grateful to my parents for having done so.
However, this was a normative thing, as there were a (very) small number of adults—specifically, friends of the family—I knew who wanted to be called by their first names, in which case my parents didn't mind that I did so.
As for other children addressing me by my first name, I'm not a fan at all, but I'm not so sure there's a one-size-fits-all approach to, if you will, "enforcing" my preference.
In some cases, some friends of mine have referred to me as "John" in the presence of their (very young) child, and I've said to the child with a smile—and with what I hope is not the slightest bit of nose-in-the-air style sarcasm—"But you can call me Mr. Jansen". This, I've found, usually seems to get the point across to child and parent alike.
My wife and I both agree strongly that our children should not address adults by their first names only. Our kids call many of our friends Mr. and Mrs., but for those who really don't like to be called Mr. and Mrs., we ask them if it's OK to have our kids call them, say, Aunt or Uncle [First Name], or Mr. or Miss [First Name].
We've yet to meet an adult who has objected to this.