According to many cultural traditions (and not a few works of fiction) a name is an important thing: to know someone's name is to have a kind of power over them. Often people believing this hide their true name and carry a different one, or possibly none at all.
This may seem like a kind of odd superstition, but it's still true in a sense even today in the modern world, thanks to the Internet.
Do you not want it immediately obvious to your boss that you post to questionable newsgroups? You probably won't put your real name on your posts to be found on Dejanews or a non-XNAYed newsfeed search.
Do you let your children give their full names out to strangers on the Net?
Were you inflicted with a truly horrendous moniker by sadistic parents? Get called lots of nasty nicknames in the past? Wouldn't you rather have a more comfortable name, like Muke ? ;) Why?
Anonymity and pseudonymity remain important concepts, because names have power.