In many online services, we are identified by self-chosen usernames, also known as nicknames or pseudonyms. Usernames have been studied quite extensively within several academic disciplines, yet few existing literature reviews or meta-analyses provide a comprehensive picture of the name category. This article addresses this gap by thoroughly analyzing 103 research articles with usernames as their primary focus. Despite the great variety of approaches taken to investigate usernames, three main types of studies can be identified: (1) qualitative analyses examining username semantics, the motivations for name choices, and how the names are linked to the identities of the users; (2) experiments testing the communicative functions of usernames; and (3) computational studies analyzing large corpora of usernames to acquire information about the users and their behavior. The current review investigates the terminology, objectives, methods, data, results, and impact of these three study types in detail. Finally, research gaps and potential directions for future works are discussed. As this investigation will demonstrate, more research is needed to examine naming practices in social media, username-related online discrimination and harassment, and username usage in conversations.