I tend to hang around on the Cauldron message board (unsurprisingly, I am Jack there) and on that site, there's a little place under your name where you can list your religion(s). It's exactly as binding as you want it to be - it takes only a few seconds to go into the settings and change it. Up until a few minutes ago, mine read: Virtual Adept, Fictional Reconstructionist, Heathen, Buddhist, Flamekeeper and Planeswalker.
Now it reads: Virtual Adept, Fictional Reconstructionist, Buddhist, Flamekeeper and Planeswalker.
Choosing to take out the word "heathen" was harder than I thought it would be. The change made perfect sense. In terms of belief, I've finally figured out how the two man con work in fictional recon. I no longer need it to describe or quantify my relationship with those gods.
The other reason I started using the word heathen was in a social sense. Back in Phoenix, I had the good fortune to know an awesome group of genuinely good people who identified as heathen and Asatru. There's not really a heathen community up here, though. Online I hang out with Vanatru, Lokeans, and Norse pagans, but this tumblr post and the replies made me realize that... well, I almost no one I know uses that description, and any social implications it has are not ones I actually want to be associated with at this point.
In other words, it no longer conveys useful information. I don't have any doubts about stepping away from using "Odin" and "Loki" as names. It still feels a bit sad to close that door - and it is closing a door. In Theos Logos, words have power, and the words you use to describe yourself are some of the most powerful. You become what you say you are, and in choosing to give up that word I am saying that I am no longer that person.
I'm happier now, but that person did a lot of necessary and painful things that I'm glad were done. I appreciate what he did. And now I'm someone else.
(But seriously, if you're in the Phoenix area, you can't do any better than Northern Winds. Best shop in town.)