Own your creations. You're making a game, it's your vision and you should announce that. Put it on the title screen, under the title, written as "by Firstname Lastname". It's good for you and it's good for your players. Authors put their names on their books, you should be doing the same with your games. You don't have to use your real name.
Harry Potter was pretty popular right? If J.K Rowling released a new book tomorrow, that would do pretty well even before any reviews were published.
If people know your name, they can follow you and they can find your future work. They can become your fan.
If you're anonymous - or your name is hard to find - I'm not going to search it out. Release another game and I'm not going to care because I don't know who made it! Your average game player will not research who made your game.
Take a look at book authors; their name is front and center on each book. That's not by accident!
Emulate Hideo Kojima and how he promoted his authorship of Metal Gear Solid 5.
Build a body of work
Each game we made in the 90s we got a little more recognition for it. And we were always pretty savvy about getting our names on the box. You have to kind of act like you're famous before you're famous.
- Tim Schafer
Having your name linked to all the games you've made creates a network effect. People who liked game B might try game A and vice versa. The more games you make you exponentially increases your work's exposure to people.
Putting your name on something shows you're proud of it.
Feel you first game doesn't represent your abilities? I guess there's an argument for leaving your name off in this case. It would be a tragedy not to release your game because you're scared to put your name to it. On the other hand if you do put your name on it, it's a marker for later to show how far you've come.
Look how far this game developer has come! From video game rockets to real rockets (and electric cars, batteries, solar and so on).
Scope insensitivity is a technical term for a psychological quirk we all suffer from! A quirk most major charities are well aware of...
Let's say I tell you 50,000 people are suffering from drought and ask for a donation. You might give a little donation. However if I tell you about a specific person, who's not had any water in three days, her name, a description of how she's suffering and then ask for your help; you're (statistically) far more likely to donate.
Humans empathize with specific individuals, not with groups, not with statistics. Put your name on the box and you're no longer a faceless entity, you're a guy the player might know! You're suddenly humanized in the player's eyes, making your game more memorable and your interactions online likely be kinder.
This is also why your personal name works better than an impersonal studio name.
People know who you are, they know you're a real person and they have of idea of what you're like. They might want to work for you, with you or employ you in all manner of exciting projects. Projects that you could never do alone, or have even ever considered!
Number of Names
Any more than names three is pushing it but that's fine for most indie games. Usually there's only one or two people acting as the driving force. The other people are working on it on an as needed basis and that's fine. Add them to the credits but if you made the game happen put your name on the front.
What if People Hate My Game?
Yes people might play your game, hate it, see your name and hate you. But that's ok. No game is for everyone. People who don't like your games can easily avoid them in the future, people who like them can seek them out. Everyone wins. You also don't have to hear feedback from people who just don't "get it", on your later projects. If you're Salman Rushdie then you might have another perspective on this!
Don't Want Fame?
Sensible. Use a pseudonym. Put the pseudonym on the box. Remember to add some initials George R. R. Martin, J. K. Rowling - they are not their original names!
Add your name on the title screen from now on! Make sure you are google-able and have some online presence where people can find your stuff.