I have what I consider a healthy degree of respect for how easy it is to attach an online name to a meatspace human, so I prefer to avoid providing information about myself. (Some might consider this paranoia. I would hope that such people are in shorter supply here.)
I can't remember seeing any consequentialist argument for using one's own real name on the Internet; all the ones I've seen are about virtue ethics, amounting to "if you use a pseudonym you're a [low-status person]".
There are situations where it's useful to use a real name; it's come up for me in directly programming-related projects, where having my name attached to commits is useful for resume purposes, and having the same name attached to the commits as the comments gets one taken seriously. And if I ever am getting a game published, naturally I'll want to promote it using my real name on BoardGameGeek, etc.
But even then, separating the various personae into different identity chains is useful.
A few notes about the site mechanics
A few notes about the community
If English is not your first language, don't let that make you afraid to post or comment. You can get English help on Discussion- or Main-level posts by sending a PM to one of the following users (use the "send message" link on the upper right of their user page). Either put the text of the post in the PM, or just say that you'd like English help and you'll get a response with an email address.
* Normal_Anomaly
* Randaly
* shokwave
* Barry Cotter
A note for theists: you will find the Less Wrong community to be predominantly atheist, though not completely so, and most of us are genuinely respectful of religious people who keep the usual community norms. It's worth saying that we might think religion is off-topic in some places where you think it's on-topic, so be thoughtful about where and how you start explicitly talking about it; some of us are happy to talk about religion, some of us aren't interested. Bear in mind that many of us really, truly have given full consideration to theistic claims and found them to be false, so starting with the most common arguments is pretty likely just to annoy people. Anyhow, it's absolutely OK to mention that you're religious in your welcome post and to invite a discussion there.
A list of some posts that are pretty awesome
I recommend the major sequences to everybody, but I realize how daunting they look at first. So for purposes of immediate gratification, the following posts are particularly interesting/illuminating/provocative and don't require any previous reading:
More suggestions are welcome! Or just check out the top-rated posts from the history of Less Wrong. Most posts at +50 or more are well worth your time.
Welcome to Less Wrong, and we look forward to hearing from you throughout the site!
Once a post gets over 500 comments, the site stops showing them all by default. If this post has 500 comments and you have 20 karma, please do start the next welcome post; a new post is a good perennial way to encourage newcomers and lurkers to introduce themselves. (Step-by-step, foolproof instructions here; takes <180seconds.)
If there's anything I should add or update on this post (especially broken links), please send me a private message—I may not notice a comment on the post.
Finally, a big thank you to everyone that helped write this post via its predecessors!