I was at university when my friends and I got email for the first time. One game we played was to change our names on email or chat, to keep our friends guessing who was really on the other end. Why did we do this? Were we playing with identity, trying out different personae to see what fit? Maybe. From what I remember, though, most of the game was just to see if you could keep a friend from recognising you, which doesn't make much sense if you're trying to sort out the essentials of your identity. After all, that's much more easily done with strangers who don't know you at all, and there are (or were) plenty of strangers to chat to.
Mokalus of Borg
PS - Maybe we were just playing with anonymity because it was our new toy.
PPS - That's the best explanation I have.