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I'm a second-year undergrad, and I've always been on a first-name basis with anyone in academia or in a research setting. I first worked in a laboratory in high school, and since everyone was on a first-name basis with everyone else there, I sort of just applied that logic to other labs and to my college professors.
But when I was talking to a researcher (my "supervisor", if that's relevant) at the lab I'm currently interning at this summer, one of my fellow interns told me afterwards she thought it was "odd" and "unprofessional" to call him by his first name. I understand where she's coming from, but if this were any other type of environment (say a business office), I think it would be awkward to call my boss anything but his first name (Mr. X seems a bit too formal for the boss-employee relationship).
For what it's worth, my boss doesn't seem off-put by the way I address him, and I don't think my professors are, either. Maybe my perspective's a bit skewed because of how I was introduced to the scientific/academic culture. Am I out of line here? What did you call your professors/advisors/bosses as an undergrad?