Like cuttlefish we conceal ourselves, we darken the atmosphere in which we move; we are not transparent. I pine for one to whom I can speak my first thoughts; thoughts which represent me truly, which are no better and no worse than I; thoughts which have the bloom on them, which alone can be sacred and divine. Our sin and shame prevent our expressing even the innocent thoughts we have. I know of no one to whom I can be transparent instinctively. I live the life of the cuttlefish; another appears, and the element in which I move is tinged and I am concealed.

(Henry David Thoreau, blogjournal, August 24th, 1852)

Which, in addition to being well put, has as much to do with why some people choose to blog their personal lives anonymously as anything does.