Anonymity is a phase we go through, and I think we do it as part of building our own individual identity. When you grow up with parts of your identity defined for you - by your parents, by your school, by your peers - you need to separate from that to find out what is uniquely and personally yours. Anonymity is a good way to do that, because online nobody knows you, and so has no expectations to place on you yet. Anonymous, you can become truly yourself.
Mokalus of Borg
PS - If you never felt the need to be anonymous, then I guess you're lucky.
PPS - You probably had a very strong sense of identity already.