As others have alluded to, the powers that be(NSA, Google and other tech giants, Visa and other credit card companies) can all data mine so extensively that they can figure out who you are from your posts(personal information, lexical style, pseudonyms, IP's used) as to make anonymity on the internet or in anything in this digital world a lost cause. I mean, there was a report that I can no longer locate(thought it was on Slashdot) that just by liking MSNBC on Facebook, well, that's a pretty good data point to relate to your political affiliations, thoughts on gay marriage, abortion, the environment, and a whole host of other issues. The more rambling your posts, the more that your own mind can be laid bare, and the sooner it goes from being several hundred thousand candidates to one candidate for the author of those posts. If you wish to enjoy any of the conveniences of this digital world, you will not put up enough barriers to prevent information about yourself to be able to be mined by them(Amazon, credit cards, and buying habits, smartphones and location data, website history) to know enough about you even if they don't know -you-.
That doesn't mean I want to make it easy for anyone else. Financial information is an especially important one, as I don't want to make myself look like a better target then any other random person out of the phonebook, when I'm at least much better off than the median household(US).
Every now and then I play with the idea of completely deleting all internet accounts I currently hold, and making new ones. They(the powers) would still be able to build back up their databases, but the name i use on this forum is one of my new-er preferred ones, but usually not available. I simultaneously dream of deleting everything, and of having everything connected to my own personal Locke or Demosthenes name(Ender's series reference) online, that is mine and mine alone.
Anyways, to get back to the subject at hand, I want to be known on the internet, if I am known at all, as a pseudonym with little attachment to my actual body, but I don't want people outside of the internet to know that I am X. If I am ever to have an internet persona that is to be explicitly connected to the real world, you can be damned sure it will be completely scrubbed of anything but what I want to be known.