I don't use my real name, not so much because I want privacy but because that's stuffy and nerdy and my handles are more aesthetic and expressive. Except on Facebook, because Facebook requires it (well I guess not really, but the registration form asks for it and most people on there use their real names) and Facebook is made to connect with friends, family, acquaintances, co-workers, etc. so it helps if they can find you by name.
I don't use my real picture generally, but I do on Facebook (again, it's the norm there) and dating sites (for obvious reasons) and I think I've uploaded real pictures of me on past social Q&A sites when they allowed multiple pictures (i.e., I probably didn't use real pics as my pfp's). I also have a bunch of pictures of me on Instagram, and two of them on Deviantart.
I don't care about anonymity. I have a personal website that has a pic of me, shows my real name, and has links to maybe two dozen online accounts of mine, and the personal website is discoverable from my blog URL, and I include links to my blog in many of my bios.
I just don't really feel like there's any real danger to it, and I've never been one to care much about security in general.
Even if I were to get an Internet stalker/harasser, it's just the internet, it's highly unlikely they would bother to find out where I live and book a plane ticket and come over and shoot me or something. And I've never gotten an internet stalker yet anyway, people just don't care about me.

I’ve went back and forth with it. I started online way too young. On some websites, my friends I knew irl were on there. So I was myself. then I found other sites where I didn’t know anyone, so I went a more anonymous route - still being myself but you may not know my name or face (like now/here). Then I befriend strangers on those sites and got more comfortable, so I’d share first name and photos. But that ended up being bad as I ended up in multiple bad situations due to that. One online friend I had when I was 16/17 started hitting on me and insinuating we would meet up, he was much older (40s/50s). Then I had a different stranger a few years later that I was never friends with but just someone who noticed me, grow an obsession with stalking me, harassing me, pretending to be me, threatening me, etc. And I had an online friend that crossed boundaries I set and then messaged me every day for years after I made it clear I was uncomfortable and didn’t want contact. So, that’s why I do not share my identity on here. It sucks, but the few rotten ones ruin it. Of course I’ve also had plenty of really great friendships online too, but I can also do that more privately without risking past stalkers and abusers to come back into my life. that’s just a few reasons although I could honestly list more.