For example, In "The Mad Murderer" By Loleris, you play as "Nick" or "Jack" and the names appear over the avatar to keep the anonymity of the game. Does it involve any screen GUI or anything of the matter?
(No, I'm not making another murderer game!)
Well, you could always insert a Billboard GUI into the player's head. That should work, but will need to be tweaked to personal preference.
EDIT: You can also use the property NameDisplayDistance
to remove the player's name. (the property is a member of Player)