It is perfectly fine to reveal your first name in the early stages of your correspondence with an internet stranger. Beyond that, however, please use caution. Think to yourself, is it prudent to tell someone who you don't know from Adam (or Eve!) your last name, your home address, your work address or your telephone number? (The correct answer is NO). Until you feel extremely comfortable with the other person, it is best to use the nick name designed for that purpose.