Students don't understand titles: they are just trying to be respectful. They call grad students, lecturers and professors all by the same titles. I always give a speech at the start of the term about what to call me, with lots of choices depending on comfort (just my first name, Professor last-name, Professor first-name) and just ask that they not call me Mrs. last-name, because I am not married (and when I was, that still wasn't my name because my husband's name was different), but I still occasionally get called Mrs. last-name, and I don't give anyone a hard time about it.

If you give them a friendly tip saying you are happy to be called by your first name, many of htem will follow it (more so if you tell them one-on-one). Just be happy they are talking to you.