a) to remain anonymous
b) to sound cool


either one of those :o

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To be anonymous
To be more common for the subject. Example being woman writing gay erotica usually have a male orientated pen name.
You dont give yourself away? dont know about the last one.

maybe if you want your friends or family/ people you know to critique them tell them you have a friend who writes stories and could use more input, then either physically mail it to them using a different return address of some one you know who gave you permission to use there address or either send it from the email of someone you know that the person your sending it doesent know, or create a fake email address you make for your pen name. I know this seems kind of complicated but hope this helps give you ideas.

I have a couple of them.

Because everyone butchers the pronoucniation of your real name and/or you don't like your name or think the other one is cooler.
Some writers or artists that draw porn might use them to avoid being linked to it.
Hell, some folks do it for the Hell of it! XD