I had some additional thoughts on this subject to add. These were not thought of in response to the comments to the post below, but I think they do intersect in some ways. One of the areas of life and thought I've been working on in my thinking and reading in the last few years is the subject of habits, practices and virtues. This isn't the time/place to set that all out in a systematic way, but I think there are some lessons for this particular topic. Again let me assure you that I am not feeling judgmental of any of you who use pseudonyms, but rather just hoping that we can all think a little further about this stuff.
One of the "advantages" of intentional anonymity in internet publishing is that one can write about people with impunity. Many times I've had situations of frustration or anger or disappointment with people I deal with in various ways (home, work, church or elsewhere) that I thought I might like to write about. Given that I committed very early on to using my own name on this stuff, I have been learning just to keep my mouth, or keyboard, shut on most of this. There is always the possibility that someone will find out that I wrote about them. There was one situation last year that really impacted me emotionally, but it involved someone's shameful behavior and I definitely would have been out of line to write about it.
Thus one argument for identifying oneself is that it leads to the practice of restricting our natural tendencies toward gossip. I'm tempted to go off about the funny ways we use the word "truth" these days (often using it to mean, "here's something evil I'd like to tell you about so and so"), but I won't. Stanley Hauerwas has written very eloquently on this particular subject, and I'll try to look up some referenced for any of you who care to look them up, rather than giving you my half-baked version.
As for TulipGirl's point about the semi-permanence of our immaturity, I am sympathetic. I hope, though, that recognizing that we are publishing whenever we hit that send button will help us learn to be cautious. This is a problem that any writer has to face, and I know I've heard numerous writers express grief over things they wrote "early on". Establishing identity strikes me as the more responsible way to handle things.
I think it may be good or useful to have occasions and places to be pseudonymous, just as it is occasionally cathartic to go to a costume party, or perhaps a faraway city where we are not known, but there are also significant moral risks that go along with these things. Let us strive to be ourselves, to be wise and sober, and write responsibly. Now I'm starting to sound like one of those ads about not drinking and driving.