But take pseudonyms. Everyone knows that Mark Twain's real name was Samuel Clemens. The rule book tells us that when an author uses a pseudonym, we should consistently use the pseudonym. So Mark Twain's novels are shelved under T for Twain, not C for Clemens.
That brings me to the strange tale of Richard Bachman. Sometime in

Eventually it became general knowledge that Bachman was King, and all the Bachman books were re-released with Stephen King's name on the cover (and "writing as Richard Bachman" in smaller letters below).
Since our rule book tells us to consistently use the pseudonym, these books - even though they do say "Stephen King" on the cover - are all filed in B for Bachman, not K for King.
Then there's the interesting situation involving books by Qiu Xiaolong and Ch'iu Hsiao-lung. This is the same person, whose name is spelled differently on different books. What to do? If we use the spellings on the books, then books by the same author (and in the same series) will end up in two different places. But if we pick one spelling and use it for everything by that author, then some of his books will be in a place on the shelves that contradicts the name on the book.
The rules tell us to consistently use the authorized spelling of the author's name, which is assigned by the Library of Congress. In this case, the Library of Congress says that the author's name is spelled Qiu Xiaolong. (The Library of Congress also tells us that Qiu is the author's family name.) So you will find books by this author in the Mystery section, filed under Q for Qiu. If you're looking in C for Ch'iu, or X for Xiaolong, or H for Hsiao-lung, you will just not find him.
N

If I am understanding correctly, in Iceland, what appears to be your last name is actually an honorific made up of the first name (usually) of your father. It's not a surname or a family name. (Were I Icelandic, my name would be something like Jennifer Jamesdottir; my mother would be Laura Johnsdottir and my father would be James Jamesson.) There is no family name that gets passed down from generation to generation.
This means, for instance, that fabulous Icelandic pop singer Björk is not being all Sting or Madonna with the first-name-only; Björk is, in fact, her entire legal name. And Arnaldur Indridason's entire legal name is Arnaldur. So you won't find his books in I for Indridason; you have to look for them in A, the first letter of his name.
The point of all this is that sometimes just browsing the shelves may not find you the book you're looking for.
If you can't find books where you think they should be, try a catalog search - alternate spellings should cross-reference to the correct Library of Congress spellings.
Or, if in doubt, you are always welcome to ask a staff person for help. Sometimes alphabetical order is more complicated than it seems.