Before the mid-20th century, first names were almost never used in speech, except in extremely limited circumstances. The use of first names was restricted almost exclusively to children growing up together, or in some cases boys at school together. They would continue to use their childhood forms of address throughout their lives. Parents might also ignore titles when addressing their children, but very often if there was a title available, say an eldest son’s courtesy title, even a mother would use it, albeit alone, e.g., Darcy.
When “Miss” is used alone with a surname, it refers to the eldest unmarried daughter. Other daughters must be distinguished by using their Christian names. For example, Miss Bennet, Miss Elizabeth Bennet, Miss Mary Bennet, Miss Catherine Bennet, Miss Lydia Bennet. Or, collectively, the Misses Bennet. In conversation, where none of her sisters are present, a younger sister may be addressed as Miss Bennet. If Jane and Lizzie are standing together, however, they are addressed as Miss Bennet and Miss Elizabeth.
Among men, rather than first names, intimacy was usually shown by using the title alone (e.g., Buckingham, Westmoreland), or by using the last name alone (e.g., Bingley or Fitzwilliam). Occasionally first names were used among very close friends who, as mentioned above, attended boarding school together from a young age, especially if the boy didn’t have the peerage while he was in school, but inherited it later.
When “Mr.” is used alone with a surname, it refers to the eldest son (of a Viscount, baron, or commoner). His younger brothers are distinguished from him in speech by using their Christian names, similarly to the use of “Miss.” Their wives adopt precisely the same usage, only with “Mrs.” instead of “Mr.” Mr. Collins is the eldest son, and Mrs. Collins is his wife. (Correct Forms)
Regarding “…the Right Honorable Lady Catherine de Bourgh, widow of Sir Lewis de Bourgh”, Sir Lewis was either a knight or a baronet (a baronet, unlike a knight, would pass his title to a descendent). A passage in the novel suggests that he was a knight. His widow, however, does not derive her title form him; if so, she would be Lady de Bourgh. To include her first name in her title a woman had to be the daughter of a duke, marquess, or earl, the three highest ranks of the Peerage or nobility (her father was in fact an earl). There were only about 125 persons of this rank in England at the time, so Lady Catherine has a very high pedigree, something in which Mr. Collins takes great pride. The designation “the Right Honorable” was obligatory only for the earl himself or his wife, and usually omitted for an earl’s daughter (Shapard, 115).
Spouses often maintained more formal modes of address than Christian names, even in private. Most often a lady would call her husband by his title alone, as would his intimate friends or his family. Obviously it would depend upon the couple, and many factors might contribute, such as age disparity or actual intimacy; a wife would almost always refer to her husband this way, even to her closest friends and relations. In company they would call each other “my lord” and “my lady,” or perhaps some diminutive like “my dear” or “my love.”