If you find when leaving reviews on iTunes that your real name is showing up next to it rather than your nickname, you may want to change it back. You may also notice other people have nicknames, so it's not an apple-wide issue but is actually a setting on your iTunes.
With iTunes 10, Apple introduced Ping. Ping likes to use your real name and post it everywhere. You may have turned Ping on and forgotten about it. To get your nickname back, turn Ping off.
