I would imagine your sisters desire to be like someone else is perfectly innocent and largely a normal development process. It's probably not a healthy thing if it becomes an obsession to the point where one gets depressed about it, but it is normal to do this to varying degrees right throughout life.

Every nickname has a story, I wouldn't attribute something as arbitrary as name preference to a fantasy though, at least not frequently. Just like in real life, people don't walk around with name tags on, same as the internet, people value their privacy.

If I walk up to a complete stranger on the street and ask for a name, chances are pretty good they'll tell me to bugger off. Internet, same as real life. People protect their identity through the use of aliases.

We as humans have been doing this ever since humans became human. The internet is just one more outlet for the whole nickname thing. It's all been done before good sir : )