A woman sat at the keyboard of her computer and was posting on a Telnet BBS called Brinta (now defunct). She already had a username but didn't want her comments in one "room" to come back to her, so she needed to post with another level of anonymity. The first name she came up with was Alexana. After a while she got tired of that one, so she used the name Eileen. Even Eileen bored her, so she changed it to Olara.
Years later she started to play Dungeons and Dragons. She was creating new characters and needed names for them. She searched her memory for some names. She remembered her masks on Brinta and put them on her character sheets, Alexana Olara and Eileen Olara. They were twin sisters who eventually were relagated to dormancy.
Not long after that, she found Excite.com. She needed a user name there and scanned her brain again for a name. She liked her characters Alexana and Eileen, so she merged them into a new one, Aleena. Well Aleena was a bit plain, so she prefixed it with Lady.
She liked the user name so much that she has adopted it where ever she goes, when she can. She is sometimes annoyed that it is already taken. She has a few other user names out there, but Lady Aleena is her favorite.