Can I make films or do I have to be a 'filmmaker'?

Why are there no anonymous filmmakers? Some people want to remain private, like me. Why can't there be anonymous filmmakers?

There are. They're all named "Alan Smithee."

They are also sometimes credited as Alan Smithee Jr., Allan Smithee or Allen Smithee. Most times a director does not simply do this to make an anonymous film. There are underlying reasons why the director may not want to be credited with the film. More on this can be found here:
http://www.imdb.com/name/nm0000647/bio

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People demand freedom of speech to compensate for the freedom of thought which they avoid.

I never knew that

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You're Just Jealous Because The Voices Are Talking To Me And Not You.