I used to play several space battle type games, (homeworld, warheads, etc.) where I would always call myself "The Skull", which was the name of a space ship in a show from the 80's that used puppets, I was fond of. It was called Starfleet or something like that. (To my friends' amusement, I would almost always end up destroying my own ship by accident.)
Around the same time, I was a regular at several naughty chat rooms, where my handle was Baron von Knotty, which has it's own back story I won't get into (sinister laugh).

When I got FF11, I was going to call myself The Skull, but my friends exclaimed it was surely cursed, considering my losing streak using that name. After a bit of thought, I took Baron from my chat-room persona and Skull from my gaming persona and stuck them together, which seemed quite appropriate as originally I wanted to play mainly as a dark knight.

I've stuck with that name through several mmo's including rappelz, perfect world and of course ff11 and 14. Typically, folks just call me "Baron" in party situations, (although I occasionally run into someone who refuses to call me by a royal title).