My thought is that you have been lucky so far, others will disagree. I know at least two people who also use their middle names as a first name. Both eventually were advised to have that fixed. I also know people who's name is michael and their ticket said micheal and the TSA sent them back to the counter to have the name corrected. That is a bit over the top, in my opinion, but it did happen. Correcting your name with Delta
Sky Miles is not that difficult. It can't be done over the phone, but a quick fax to Delta with a letter of explaination and a copy of your passport or driver's license and it will be corrected almost immediately. If you do run into trouble, eventually, it will be a hassle. Your legal name is your legal name.