I have played every single Disney game at some point or another.
The worst for this, I have seen, is frankly Toontown. Then comes Pirates. VMK wasn't actually too bad, and Club Penguin has very little or none of this. And they have an extremely open chat. Pixie Hollow has... other issues than this.
I'm glad they remind players of this. Occasionally someone will ask me what my real name is. I usually just ignore them, teleport to a new server, and report them before I leave.
NEVER tell ANYONE your last name. In fact, you can be giving out more information than you realize.
Here is an extremely good thread on this topic on Toontown Central. The information is originally for Toontown, but it can be applied here.