I'm not shy about sharing my name, but I've also found that on gun-related boards, it's handy if the newbs/trolls don't always have "I'M A WOMAN, MESS WITH ME" right in their faces as a sort of open invite. And nicknames are fun. And plenty of people have a hard time figuring out how to pronounce "Haliczer". And if people can't pronounce, they often can't remember it either. So, I stick with nicknames, but do not in any way hide my identity.
If I was a guy with a simple to pronounce name, I'd use it. I'm Sara Haliczer, by the way, of Lansing, MI.