I’ve been researching this, but there are still some aspects that confuse me and would love some insight!
Going to use a fictional example:
I am the Marquess Arthur Collins. What do people call me in day to day life? For example, friends, servants, etc.?
My wife is called Mary and has “Lady” in her title, but is she called Lady Mary Collins, or Lady Arthur Collins? What would friends, servants call her?
I have an unmarried son. Does he have the title of Lord, or any title at all?
As Marquess, my son is my heir, but I also have a younger brother who is married. Does he or his wife have any titles?
Could I have the title of Marquess is my father is still alive?
Thanks so much in advance.
Before I answer, I'm going to give your fictional marquisate a name to make things less confusing - we'll call it Askhist. I'm also going to assume Arthur and his family live in a more formal society - I don't regularly associate with the nobility, so I'm not sure how much (if at all) these conventions are held to these days.
Okay, so we have Arthur Collins, Marquess of Askhist. In everyday conversation (assuming a formal society), he'd typically be called Lord Askhist, or Askhist by closer friends. Servants would refer to him as Lord Askhist or my lord or your lordship. He would not be referred to as Lord Arthur or Marquess Arthur or Marquess Collins, and "Askhist" would effectively become his last name, so for example he would sign things "Askhist" or "A. Askhist."
Arthur's wife Lady Mary Collins, Marchioness of Askhist is presumably the daughter of an earl, marquess, or duke since she is a lady in her own right (i.e. before she was married she was Lady Mary Smith). She would be addressed as Lady Askhist, not Lady Collins. She is also still entitled to be called Lady Mary after marriage, though it is likely in more formal situations she would stick with Lady Askhist. If she had been Miss Mary Smith before marriage, she would never be called Lady Mary.
As a marquess, all your sons have the courtesy title of Lord before their first and last names (so Lord Edward Collins, for example). You didn't ask, but all your daughters are Ladies (Lady Charlotte Collins). Your sons would not be Lord Askhist or Lord Collins (well, there may be an exception, see below), and your daughters would not be Lady Askhist or Lady Collins.
Your eldest son (George, say) would typically use one of your other peerages as a courtesy title - for example, George, Earl of Orian. He would be addressed as Lord Orian, not Lord George. If all of your titles were Askhist (Earl Askhist, Viscount Askhist, etc.), he would probably use your surname as an invented courtesy title (Lord Collins).
Your younger brother does not have a substantive title unless he is granted one by the crown. He is, however, entitled to be called Lord Henry Collins as the son of a marquess. His wife would be Lady Henry Collins. He would be called Lord Henry, not Lord Collins, and she would be Lady Henry.
If your father is a marquess, you could not be a marquess while he is alive, even if he has two marquisates. If he is a duke and a marquess is one his lesser titles, you could be a marquess by courtesy.
Note that things are pretty similar for a duke, but change for earls and below.