Not scared. Protective. I refuse to reveal my name unless everyone else reveals theirs. I don't much like other people knowing more about me than I know of them.
It's like getting a call from a restricted number, and the person asking who you are. You'd be a fool to answer.
I would not be opposed to the end of anonymity on the web, though. It would make people more accountable for their words and actions. Imagine the civility if every internet user had to have a valid ID and was as accountable on the web as they are in the real world.