In one section of the book the author detours to discuss other famous Americans who have done similar things, including Everett Ruess. Here's part of what he writes about Ruess:
...like McCandless, upon embarking on his terminal odyssey, Ruess adopted a new name or, rather, a series of new names. In a letter dated March 1, 1931, he informs his family that he has taken to calling himself Lan Rameau... Two months later, however, another letter explains that "I have changed my name again, to Evert Rulan..." and then in August of that same year, with no explanation, he goes back to calling himself Everett Ruess and continues to do so for the next three years- until wandering into Davis Gulch. There for some unknowable reason, Everett twice etched the name Nemo - Latin for "nobody" - into the soft Navajo sandstone - and then vanished. He was twenty years old.
(Into the Wild, John Krakauer, p93)
The name 'Nobody' has been used by others before and after Ruess. In Homer, Odysseus calls himself 'Noboby' in order to trick the Cyclops Polyphemus:
When the wine had coiled its way round his understanding, I spoke to him in meek-sounding words: "Cyclops, you ask what name I boast of. I will tell you, and then you must grant me as your guest the favour that you have promised me. My name is Nobody; Nobody is what my mother and father call me; so likewise do all my friends."
To these words of mine the savage creature made quick response: "Nobody then shall come last among those I eat; his friends I will eat first; this is to be my favour to you."
After Odysseus and his men had blinded Polyphemus, his cries of pain attracted the attention of the other Cyclopes:
Hearing his cries they hastened towards him from every quarter, stood round his cavern and asked him what ailed him: "Polyphemus, what dire affliction has come upon you to make you profane the night with clamour and rob us of our slumbers? Is some human creature driving away your flocks in defiance of you? Is someone threatening death to yourself by craft or by violence?"
From inside the cave the giant answered: "Friends, it is Nobody's craft and Nobody's violence that is threatening death to me."
Swiftly their words were carried back to him: "If nobody is doing you violence - if you are alone - then this is a malady sent by almighty Zeus from which there is no escape; you had best say a prayer to your father, Lord Poseidon."
With these words they left him again, while my own heart laughed within me to think how the name I gave and my ready wit had snared him.
How appropriate then that Krakauer describes Ruess' journey as an 'odyssey'.
Nemo is also the name of the captain of the submarine Nautilus in Jules Verne's Twenty Thousand Leagues under the Sea, another character who spurned society in favour of a nomadic life, and I presume that Nemo the clownfish was named after the captain.