It's rare, but it happens. Over the years I've heard of a few people being outed, usually by a fellow poster who knew the other's identity.
Posters who are targeted by the WT are usually those who are very articulate and provide evidence of and make compelling arguments about the falsity of WT doctrine. I don't think the WT cares about what people name their dogs.
To be on the safe side, limit how much personal information you reveal. Throw in a minor misdirection now and then. Claim a sister you don't have. Say you live in another state or country. Say you named your dog "Kitty." That makes it nearly impossible to track you down through personal details.