I made up a name for myself and it, later, got in the way and was hard for me to stop the habit of calling myself by that name. I would not use different names for myself with other people because it could be a problem if you get into a good relationship with that person and then they find out it's not your name or you forget which name you gave to which person, etc.

Everything we do can become a habit, "practice" makes perfect and not all habits are ones we are going to like long-term so I try to pay attention to what I'm doing and what I did in that situation yesterday, etc. to see what habits I am giving myself. Thinking of one's self in different terms might make us feel interesting or different but then it can be hard to get back to reality and do things in a real way that will make us feel interesting and different. You are telling yourself a "story" in some ways and getting out of that habit and sticking with reality can get harder the longer you play with the story.