I have a default pseudonym I like to use. Something disconnected from my real name or self, which helps it not feel to real when playing games with an "unfortunate" MC, but still something that feels familiar enough to not be off-putting when all the characters are referring to me as it.
If the MC is male then yes I will use my real name. Even if the personality is different, I like to immerse myself as the protagonist of the story, and imagine I am that character. Obviously the choices I make in game come from my real personality and not based in the one the game protagonist has.
Nah, feels weird seeing my own name pop up in dialogue. I stick to "Anon" or "Player" or other generic names, though if there's a canon name option(For example, Nita in Rec), then I'll usually stick to that.