Use of Personal Info

[The 4ner]

When signing up with a BTC Exchange site is it recommended to use your personal information (e.g personal email, birthdate, location if required) Or does it not matter? I ask because I would much rather purchase and sell coins online using a pseudonym and not use any of my personal info but I fear that if ever I needed to "prove" I am who I claim to be I won't be able to.

I'm new to bit-coin and am exited to become a part of it but would like to learn the basics. So far I have installed the Bitcoin-Qt client on my Mac OS X Lion and completed the synchronization (took me like 20hours!). Other than that I have no bit-coins and have simply been reading random articles regarding security, how to's, and what not.

Any help will be much appreciated. Thanks.