Alienwrath, the quick answer is that you don't need to create an actual company or do any legal stuff just to make and publish games.
What you are trying to do is just build a brand for the beginning stages of game development. You can pick just about any name you want, but if you plan on publishing in the US, then I suggest taking a look at TESS and choose a name that isn't already trademarked. (TESS = Trademark Electronic Search System)
The only reason I had to create a company is because I was working with my school and a few other companies and they only wanted to give payments to a company and not an individual.