I guess my parents chose mine.
I've owned and used CB radios for 37 years or so. Way back when, everyone used handles rather than their given names. I went along with this for years, but eventually, I came to the conclusion that was just plain silly.
Not saying screen names on a forum are silly, some folks are legitimately concerned about privacy issues, but I chose to just present myself for who I am.
There are a couple of forums I participate in where I do use a screen name, however,