Oh hell no, i don't use my name, because my name is fricking long. I have a composed name, of 12 characters if you don't count the Space in between. Even if my name was short, I wouldn't use it because it'll feel awkward that strangers pay know my name and whatever . Except if it is a common name that i have, but I don't.
My name's in the dictionary as Japanese currency, so I don't really care much about whether I use them in game or not. If I don't use my real name, I'll just resort to a joke name called Yukiden, which is shorten form of "You Kidding", but it seems to have a connection to some religious building or porcelain doll site.
I used my real name because it's so much simpler. I have someone on my friend list who has one name for her 3ds, a name for her character in acnl but wants me to call her by her real name. It's very confusing and I like to make things easy.
I used to use my real name (Steph -- Stephanie was too long) but after using it for 3 generations of AC games I figured it was time to change, especially because I hate the name Steph for me lol
So I chose Tauriel from the new Hobbit movie. I just love it and for some reason it's made the game more enjoyable, and I can dress my character like an elf and it fits