I picked Faceless because on the internet your real identity often becomes secondary to your alias, so it seemed fitting.
Sadly, everyone else on the internet seems to use it too, prompting me to have so many forgotten usernames it's not funny.
I suppose the reason the name popped into my head in the first place is due to Mabelode the Faceless - the King of Chaos - in Michael Moorcock's (now there's a name) Eternal Champion series.
In real life, my nickname is J-Crow which comes from the phonetical combination of my first and last names. It was invented by my first namesake to annoy me during maths. He'd call out "J-Crow" and when I turned around to find out what he wanted, he'd hold up a poorly drawn crow wearing a top hat with the letter J emblazened on the front, and reply "I was talking about the J-Crow." From there the name stuck, much to my chagrin at first. On the upside, he couldn't annoy me in maths anymore. Or at least, not like that.