As a general rule, yes you do need to use your own identity when signing up at an online casino. This is because you must prove your identity, with this known in some places as Know Your Customer (KYC). Basically online casinos are obliged, through agreements with their regulators and the country's they operate in, to keep tabs on the money and who is spending it to stamp out things like money laundering and fraud. If you can't prove your identity online casinos could stop you from withdrawing any winnings and report your account activity to the relevant authorities.