Justin, it's a very Stimulant post. Food for thought, really.

While I'm older than you and I'm from a medium sized Italy town, my journey with internet and the web was similar to yours.
I was at the college when the web started to be "a thing", we had only access to it at school or at the public library.
I didn't was involved in online gaming but I was following the indipendent and alternative music scene and I was (am) playing in an band: exploring the web searching on altavista using mosaic for others band, looking for venues, the firsts virtual connections with our real fan spread along the country, the first band's website, "hosted free thanks to Geocities".
At the time, anonymity or at least pseudonyms was the rule: it was not intended to hide ourselves from others, I think it was more a consequence of an unconscious thinking: "online I'm not the real me, I'm the projection of me on the web, I'm a person's, I'm that nickname". And, frankly it was also a game, a joke, it was funny to have an online nickname.
I don't know if it was better o worse, it was different.
I think that all changed with the advent of social networks, and all the "personal branding" - "promote yourself" thing: now there is really no point to be "hidden" behind an username: at the contrary now the mantra is that you have to "be yourself" in the name of transparency, accountability, authority, and "self-promotion"... It's all right, no problem, I too followed that path but, as you write, along the way I gave out a lot more than my real name...
While we was loosing our pseudonyms on the Net, we lost some innocence (levity, nativity) too.
_garubi_