I never really gave it much thought when i first joined DA 8 years ago as i was never serious about art back them, just uploaded a few sketches and poetry as i hadn't found my genre of choice at that time.
I used my first name plus my favourite bands name, 8 years on still one of my favourite bands so i kept my name after the name change became available as music is still as relevant to me today and is as much as a love as baking and food photography is to me.
I think including your real name really helps people to connect with you, well it has with me anyway, most people refer to me as clare both new and old watches and those i have become very close to.
My nickname comes from my real name. My real name is Natascha. At school everyone shortened it to Nat or Natje. Since that name was already in use at many sites, I put an x before it (because I was a 13 year old and it was in fashion back then.. remember?) Now I am 20, I think it's a bit unprofessional. But I use this nickname everywhere because people recognize me this way. If I would change it, it would be to my real (full) name. Sadly enough you can't change it everywhere.
Can't go wrong with your actual name, or something close to it if your name is like, John Smith or something. Makes it easy to remember who you are, which is very important right now in the pro/semipro art world climate. It was astounding to see how many people here changed their old nicknames to their actual names after they allowed a change.
all my online names are derived from my real name (either my English or Chinese name) before, all my online accounts had ShiN J1N for a name, but then i got tired of it and changed it to I e u n e all except for my this DA account cause i couldn't change it anymore!
I made my current username and old avatar after ages thinking, I now wish I had never made it so long and confusing. But my recent usernames have been food related as they are easier to think of and remember, I'm the sort who uses unique usernames for everything I go on so not to put all eggs in one basket should anything happen to one account.
And I personally don't like sites that won't let you change your name at all, given if you can make a site then the code to add name changes is not hard to do. I personally never understood why deviantart wouldn't allow it untill recently.
If it is a Pokémon site, I use the nickname Kabutopzilla, a portmanteau of Kabutops (my favorite Pokémon) and Godzilla. I'm not that much into Godzilla anymore, but the name stuck and I think it sounds cool.
If the site has nothing to do with Pokémon, I use Ultimate Ridley, a reference to my favorite video game villain of all time, Ridley from the Metroid series, who has modifiers added to his name all the time (Mecha Ridley, Meta Ridley, Omega Ridley, Ridley X). I choose Ultimate because it wasn't used to modify his name yet.
Well, I chose this nickname because I was stupid and I didn't take this website seriously. But the name come from the anime that I really like and the numbers are just mixed from my birthday's year. It's too late to chnge it so I just get used to it.
I usually have a general screen name that people don't seem to pick often. (Usually because it involves my name) This account, however, is my second or third deviantart account, so I just went for something that resembled my name and sounded good.