Pseudonym, alias, nom de guerre, pen name, nom de plume, incognito all denote a name other than one’s true or legal name.
Pseudonym usually implies assumption of a fictitious name as an accepted practice of writers, prizefighters, actors, and entertainers; it does not suggest a discreditable motive for one’s attempt to conceal one’s identity.
Alias, in legal use, covers not only assumed names, but those ascribed by others; thus, a boy’s true name may be John Potter but he is better known by the alias John Rhoads (Rhoads being his stepfather’s name). In more general use alias is associated regularly with offenders against the law and usually connotes an attempt to free oneself by a change of name from the onus of a criminal record.
Nom de guerre is a pseudonym assumed by one who seeks anonymity or freedom of scope typically as an adventurer, a critic, or a controversialist; pen name or nom de plume is the pseudonym of a writer.
Incognito can denote a name or character adopted especially by a person of rank or eminence from a desire to remain unrecognized or as a polite fiction by which the honors due his rank or eminence may be avoided.