Holden feels dissatisfied with his life and also with almost everything he experiences. His anger, which he doesn't fully understand, is shown in his contempt for anything that annoys him, or anything that he sees as "phony." One of the ways in which Holden expresses this is to use aliases when speaking with others; he is not self-assured enough to use his real name, but he also is contemptuous of others and thinks that nobody will know or care if he lies. When he introduces himself as "Jim Steele" to Sunny, the prostitute, it seems as if he is trying to boost his own confidence; the name is as silly as he finds the situation, and he comes across as a timid boy rather than a street-smart man. Another example comes when he speaks with Mrs. Morrow on the train:
"Oh, how nice!" the lady said. But not corny. She was just nice and all. "I must tell Ernest we met," she said. "May I ask your name, dear?"
"Rudolf Schmidt," I told her. I didn't feel like giving her my whole life history. Rudolf Schmidt was the name of the janitor of our dorm.
(Salinger, The Catcher in the Rye)
Interestingly, from that single lie Holden begins spinning a whole string of lies to Mrs. Morrow, from his friendship with her son to a tumor on his brain. He cannot connect with her on a personal level, although he feels attracted to her, and so he lies to sound interesting. His use of aliases indicates that on some level he is ashamed of his life and behavior, and he wants to become a different person: more interesting, more honest, less angry, or simply less like the self that he unconsciously dislikes.