There are no stupid questions, only new information.
Works are copyrighted to creators, not to names. From the U.S. Copyright Office page on pseudonyms:
If you write under a pseudonym but want to be identified by your legal name in the Copyright Office’s records, give your legal name and your pseudonym on your application for copyright registration. Check “pseudonymous” on the application if the author is identified on copies of the work only under a fictitious name and if the work is not made for hire. Give the pseudonym where indicated.
If you write under a pseudonym and do not want to have your identity revealed in the Copyright Office’s records, give your pseudonym and identify it as such on your application. You can leave blank the space for the name of the author. If an author’s name is given, it will become part of the Office’s online public records, which are accessible by Internet.
What all this means (and someone who knows better is always free to correct me) is that you can choose whether or not to make your legal name accessible in attachment to your pseudonym, but in both cases, the work is copyrighted to you.