Using your real name does not cause any harm to you. It is not true that you have to pay for any bad deed done by a bad person who misused your name.
So, using your real name online is not a bad practise, it depends on your wish. But the information you share is the real key.
Let us say that you have a blog or social network account with your real name. And you are sharing your informations like the places you work/live, your likes/dislikes, your school/college/degree informations,your photos, etc., it is an unending list.
These information can give a overall picture of you ( of your real name). So there is a high possibility of an attacker(if you are targetted) misusing your name in such a way that you will have to suffer.
A sample scenario:
Let us assume that the attacker has gathered all of your information from your social network accounts, your personal blogs, etc.,
He creates a social network account with all your information and obviously with your info and picture.
He send requests to the friends listed in your profile. Atleast some of them will accept the request since it represents you.
Then he starts impersonating you in chats,mail and whatever and misbehaving with your friends and eventually your reputation starts spoiling (The worst thing is, you don't even realize whats going on until it becomes a terrible issue).
After some time, you will face a hard time to prove that it was not you but a fake one.
Bottom Line: Using real name online is not a bad practice; Using your real information may be.
NOTE: I am not saying that you should not share your information online, i am just reminding you that it is at your own risk and there are better chances for getting hacked when you give out more information.