I don't understand how you could stand to use the first username you ever created absolutely everywhere forever. These days I go by Kadzar everywhere, except when it's been already taken by either my Brazilian or French dopplegangers, or I just need or want a new one, in which case I either add Tathram to the end somehow or make something up. But it took me a while to get there.
I think one of my first usernames was for Neopets, Zesi2001. I quickly learned the folly of adding a date to your username, in that it eventually becomes outdated. Good if you want to know when you made the account, I'll admit.
Sometime before or after that I was Kipro Navochidun (or something like that. It's been a while; all I remember concretely is the first part, because I had accidentally switched the "p" and "r" around). That was on the Alternative Reality Writers Zone on EZ Board, which was this awesome shared world freeform roleplay, where you had to submit things like races and ships to keep people from spontaneously pulling stupidly overpowered crap out of nowhere. And there were different sections for the sci-fi world and the fantasy world and the superhero world. Too bad everything apparently got wiped out by a hacker attack. Now it seems to just be some sort of semi-respectable writers workshop.
After that, I probably made quite a lot of usernames in various places, though none of them were very memorable, except for Liku in Dragon Fable, which became the name of my Martial Artist in Anarchy Online.
I don't think xkcd was the first place I used the username Kadzar online (I know I at least used it in Adventure Quest, though I don't remember which predates which), but it was the first time I used it as a forum name. I also used it as the name of my first character in Anarchy Online. (well, technically it wasn't my first, since I had a character on my oldest sister's account years ago, I think probably when it first offered the basic game as free to play.)
Then, between that and Bay 12, I was Cyrus Corlett on wildwestonline, which was based around an 3D app that was meant to be part of a larger MMO (it was a wild west duel mini-game, which was also browser-based in that you used the browser to access the store and adjust your equipment and upgrade and pick your abilities. It was actually a pretty good game in and of itself). I became active in the RP boards in that game, which were unique in that you played one character throughout and posted in various threads that were different locations in the singular RP world. So you would post in the Saloon and then go out to the street and post there and then go to the sheriff's, for example.
The GMs could be a bit shitty at times, so eventually I became involved in a sort of People's Front of Judea, which involved the creation of a new, separate board created by one of my co-conspirators where we could discuss the GMs without fear of somehow being monitored (I'm not sure if they could actually read our PMs, but whatevers). Not long after that I left the place, though things must have worked out well, because when I checked back later on, the guy who had made the separate board had been made a moderator, and things seemed to be okay.