Unless you want to pay extra for an anonymizing service and put up with the delays it will inevitibly cause, there is no privacy on the internet. The administrators of the sites you connect to have your IP address, which defines your area, especially if you use DSL. Any sufficiently skilled user can probably track you down if there is enough incentive. Keep in mind that you have no more privacy here than you would in a cafe or a bar and behave accordingly.

As for using nicknames, some say that the web is full of potential nut cases whose attention you don't want to attract. Others say personal integrity rules out anything but real names. Take your pick. I do both.

If you did something illegal, your ISP will comply with a proper warrant. They have your e-mail and surfing records.

As far as I know. only those with access to zombie networks can expect any real privacy.