There is nothing wrong with using a different name. Celebrities do it all the time. For example, Ashton Kutcher just announced that his real name isn't Ashton, it's Christofer. If you want to go by a different name, go for it. But once you choose which name you want to be associated with, stick with it. Don't say your Sheldon now, and then a month say your a different name, and then change again. Stick with one name until you are ready to reveal your real name.
Sure, when you told your audience your real name, it may confuse them. Some may get annoyed, but those who stop watching/following you over a name change isn't much of a fan anyways. I used to go by Josh on the internet. I was young and didn't want people to know my real name online. I was Josh for like 6 years. Then one day I decided to tell people my real name, and what State I actually lived in (I said I lived in Nevada, because I didn't want no creepers finding me xD). To my surprise all my friends didn't really care. I was still the same person to them, just now instead of Josh, I'm Kevin.
