From his book
The Long Hard Road Out of Hell:
I would have performed using my own name. But I carefully chose a pseudonym, a moniker with a magical ring to it like hocus-pocus or abracadabra. The words Marilyn Manson seemed like an apt symbol for modern-day America, and the minute I wrote it on paper for the first time I knew that it was what I wanted to become.
He also mentions that he used a
stage name so he could write about himself in his current place of
employment, a
magazine.
1. Indeed, if you look on the S.F.W. soundtrack, the writing credits for Get Your Gunn appear as "B. Warner" and the other real names.