You have to start with your legal name.  Otherwise, there will potentially be confusion over who the will actually belongs to.  Because you have used several other names, you may want to incorporate all of the names in the initial line.  For example, "I John Doe do hereby.....   My legal name is John Henry Alexander Doe, III, but in my lifetime I have also used the following names:  _______.  My social security number is _____."  This makes it exactly clear to anyone reviewing the document for it's authenticty who the document is referring to.  A will is a great way to prevent disputes in the future-- but any ambiguities or unclear portions actually make way for more, not less, future disputes.  Future disputes also increase the risk that your final wishes may not be honored.  So... it is probably a bit cumerbersome to note all the names right not... but it will make everything much less cumbersome down the road.