Based on clicking on the number of names, I saw your current name and "Anonymous," likely from when you first signed up and hadn't input a name yet.
Recent names is a new profile feature that allows you to see what aliases you've used in the past 90 days. For example, I used to go by my full name on Stack Exchange, but have since defaulted to using only my first name, as you see currently. This change, which I made in late November, is visible in my profile still.
So, to sum: you've had two names in the last 90 days, you haven't really misunderstood anything, nor is there a bug. This is just a new profile feature.