Something about picking pseudonyms makes me feel like a pretentious jackass trying on different personas to fit some image.
Mine comes from the series of increasingly ridiculous “characters” Bono (already a stage name) inhabited in the 90’s. Bono would give press conferences and perform as different personas. Mr. MacPhisto was some sort of devil persona. It got so out of hand, that it was a reoccurring gag among my friends, that at his various appearances, Bono was acting as one of the characters who was in turn imitating Bono. An uroborus serpent of pretentiousness eating itself. We had a different phrase for it, but the forum apparently censors it.