Well, I don't think there's a rule against it - and I'm happy to be corrected on that - but speaking from a personal perspective, I don't like it when people have multiple accounts. For one thing, it can be awkward if you say something to someone in confidence, without realising that the person you're talking to is also the person you're talking about. For another, it uses up all the good handles meaning that new users have less choice in what they call themselves. It can also be abused to do things like place multiple requests in a 'free art' thread, vote multiple times in a poll, or give the illusion that a viewpoint has more support than it actually does. There are exceptions to this rule of course, mainly that it's a good thing for administrators to have a personal and an official account so that they can interact with the forums without freaking anyone out with admin posts. There's also good cause for such allowances being made for people who have dissociative identity disorder, although in this case I think it better to use some kind of DID-friendly plugin so that the various identities within a system can be associated with one another.
On balance, I'd say you don't have to, you could if you wanted to, but I'd personally rather you didn't.
Wow, that one was a bit serious!

Still, it is 'ask the user below you ANYTHING!'
Question: why are there horseradish-flavoured jellybeans? They taste VILE!