How does one develop a nom de plume?

Stephen King wrote under a pen name; so did Samuel Clemens..it's simply a matter of using whatever name you wish and if you want to copyright, go ahead...same as if you used your real name. Legally, you should consult an attorney to discuss protection of that name if you think money will be tied to it because you will need to legitimize the aka or alias for cashing checks, etc. aka = "also known as"