When creating wallets and sending Monero you DO NOT need to identify yourself.

Personally I prefer to use the [CLI wallet][1], This is typically how I create my wallets: https://getmonero.org/resources/user-guides/Offline_Backup.html

However, when buying and selling Monero, you typically will go through an exchange, this is the point where you will usually have to identify yourself to some degree.

Transacting in Monero SHOULD BE secure as Monero's key value proposition is to obscure your transactions (sending and receiving) using [Ring CT][2].


  [1]: https://getmonero.org/resources/user-guides/monero-wallet-cli.html
  [2]: https://getmonero.org/resources/moneropedia/ringCT.html