To some extent, it's a name we get to choose for ourselves - something that says a bit about what we're interested in or idealize, rather than the name given to us when we were such blank little slates that we even looked like blobs of unformed putty. But there are as many people who were just given oddball nicknames at some point in their life - and stuck with it. Like trackerneil who had a friend who randomly said, "I'm going to call you Tracker." Years later there are probably as many people who know him by that name as do his "real" name.
How odd, also, that given this self-naming ritual that we all go through, so many people pick thoroughly ridiculous names. If anything, this argues for the sense of having your parents names you - out of compassion your parents would never stick you with the sort of name you might choose for yousrelf in an adolescent swoon of angst and poor judgement. But there's a certain mutable quality to that, too - you might have called yourself "Bloodrayven" when you were 13, thinking that was totally awesome (!!!) (Note, I never called myself Bloodrayven or anything of the sort) but at 18 you can switch your net handle to something more sedate, and it's no big deal. The older one gets, the more likely those net handles tend to migrate towards something like one's real name too ... presumably because maturity confers a certain comfort in one's own skin that permits that sort of mono-identity.
Still, it always strikes me as somewhat awkward to be at a gathering of friends from some internet forum or another, and refer to others by some monker, rather than their name - and to be referred to as "Aghrivaine" or "Aggie" or what have you. For what it's worth, I picked that name because way back in the depths of the early days of internet, before even the WWW, there was AOL - and I had to have a "screenname" for my account in order to play an interactive game called "Neverwinter Nights" that WAY predated the more recent video game. This would have been 1994 or so, I guess. Aghrivaine was one of the knights of the round table who's name sounded cool but wasn't cliche. It wasn't taken. Voila. Prosaic, I admit, but that's the way it is, sometimes.