When I was first starting out in Wicca (I have since graduated to a somewhat more mature eclectic pagan practice), I wanted to shout it to the heavens. So of course the word magick had to be part of my name. And because I like wearing black clothes, I thought it would be amusing to reference that. And thus was born my original username, DarkMagickan. (Note the spelling, popularized by Aleister Crowley.)
I thought that username was so cool that I used it on my PlayStation Network account, which of course means it was my username on PS Home, Sony's attempt at creating a social MMO network. And that was where I discovered two things. One, there was a Yu-Gi-Oh! card called Dark Magician, and two, people can't spell. Everybody assumed my name was a Yu-Gi-Oh! reference, which to a creative type is basically saying, "You are an unoriginal hack with no creativity whatsoever."
And so, when I discovered Ask Yahoo!, which later became Yahoo! Answers, I wanted a name that still kind of captured the essence of DarkMagickan, but that wouldn't cause Yu-Gi-Oh! geeks to run up and yell random things like "Blue Eyes White Dragon!" Shadow can be considered a synonym for darkness, and fire is basically raw energy in its wildest form.
The prefix Lord came later, because I just thought it fit.