've had two names:
valkyri - which I picked because I was a freshman at UCSC and the person who signed me up (lost from my memory forever) said something to the effect of 'you should pick a really cool name, not just your own name'. My father told me stories of the valkyries as a girl and I liked the angels of death, so I was sad when I found out they were one of the characters in a popular video game. NO I DIDN'T PICK THE NAME BECAUSE I PLAY GAUNTLET.
Best story about this name was that when I returned to SC after 6 years one of my co-workers found out I was a geek and asked me what my account name was. When I told him is response was a very
awed 'Oh you're valkyri - you were like famous'. (Of course he was only probably about 13 at the time so I would have been quite wild to his young sensibilities.)
xeno - this is a better story. I just got back from exotic places and I called up my friend umlaut / DVB / poly and he graciously gave me an account. He told me I had to pick a name and I told him to start looking going through the X section of the dictionary (I just wanted a name with and X in it). We found xeno - which is a prefix meaning foreigner or stranger, which I was feeling very much like, after having travelled for so long. I add little bits of binary to the end for things like yahoo and hotmail because they are numbers I can remember and they usually haven't been picked yet. No stories about this one, but I'm working on that.