Depends the blog in my opinion. For something like your gaming blog then I would have to say that a nickname would be fine. I rather see full names or first names when it comes to business, marketing, education and governmental blogs.
Like look at a popular gamer and blogger majornelson for Xbox Live. Most people don't even know his real name. Even in his blog
http://majornelson.com/, his username is majornelson instead of his full name, Larry Hryb.
So I wouldn't think you need to worry much whether you use your full name or not when it comes to gaming blogs.