Using your real name does not cause any harm to you. You do't have to pay for bad deeds done by an impostor.
So, using your real name online is not a bad practice, 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'd share information like the places you work/live, your likes/dislikes, your school/college/degree, photos, etc., it is an unending list.
This information can give an overall picture of you (of your real name). So there is a high possibility of an attacker(if you are targeted) 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. At least 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).
Later, you will face a hard time proving 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.