Well, you know when you are asked to type a random name, then to be sure no one already took it, you tape "sdfsdfsdfsd". And you press enter, the website says "Username already in use". So you put a random word, and add numbers to it? Well that is definitly not what I do (well, I stopped 20 years ago :p)
For BotB, well, there is lore!
I created my account on another music community, and posted my 2 first chiptunes on it (NSF). But the website was nearly inactive, and I understood I had to look elsewhere. So I opened a search engine tab, and type maybe "chiptune community" or something like that, and kept the username and avatar. But that is only half of the story... Why CastleNes then?
"Castle" is a series I didn't watch, but the main character was played by an actor I know thanks to Firefly, a great space opera TV show. I liked how the Firefly's character was doing things for others, and trying to do the good thing, each time it was possible. So that is the reason for the Castle part, + of course, castles are cool, it sounds old, fantasy, etc.
Now that Nes part. I started doing some NES, and used a CamelCase syntax to make the first letter of each word uppercase, like in a programming langage, and thought "Funny, Nes looks like a username like this". Then one of my two first NES track was "The Silver Dragon", and I started to build some lore about a dragon called Nes, in my first pixel entry (yes, I started day one), but he was not blue yet. I wanted him to be more sneaky/vicious than Castle, his dark side, so I made him blue pretty fast (D&D players know blue dragons are vicious but loyal, I liked that, the way you can "trust" a shady character sometimes, that maked interesting stories).
CastleNes was born, and I tried to hide this blue dragon in many graphical entries, to reveal he was Castle's master like 3 months later. Cause I like plots and mysteries, and personally think villains/dark characters are the most important thing in a good story :p The Joker, Loki, Tywin Lannister, Jar Jar Bings...
Next sheningans about Castle and Nes lore pretty soon ahah