I'd imagine most people have things like this, from innocuous things that might just get them teased at the office, like an obsessive interest in historical reenactment, to embarrassing things like health problems, to even mildly illegal things like enjoying weed.
Paradoxically, at the same time, the internet is getting more private. Because everything is tied to a real world id, and people don't want to expose everything about themselves online, things are moving to private forums. Things like closed facebook groups for friends, instant messaging, etc. Personal websites that someone put up and made open to the world out of their own interest are getting harder and harder to find. Blogs seem to have killed them, and now even the blogs are dying.
And it really is getting harder to be anonymous, as far as I can tell. Most major email providers really want some sort of information that ties your identity down, like a phone number. Same with a bunch of larger social networks. Forums seem to be dying slowly, and even there, often an email tied to a real phone number is needed.