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No, it's perfectly OK to call a girl Ksusha if she's your close friend.
I guess, it's the word "diminutive" that has confused you, right? Well I'm not sure if this is the right English word, in...

OK, don't bother yourself with all this stuff, most of the variants are outdated, sound rather exotic and are nevere used nowadays.

The only thing you want to know is that there's a name Кс́ения...

Hmm, I've heard there was a queen in Ancient Tarabaria named Gzeh-Nni-Ah, so maybe... :lol:

"Словарь русских имён" at gramota.ru :