In one of our paranormal series, some of the characters are very long lived---well beyond a normal human life span. So, they often have to adopt additional identities. Older people know them as one name, and younger people as another. We solved the confusion by having the MC actually correct the speaker, "Oh, I'm known as XXX now." Of course, if the confusion in identity is part of the mystery and you're going to spring a traitor or some such on the reader, then I wouldn't worry much about letting the reader know. All you have to do is have one person "in" on the secret, so they can callously laugh about everybody being fooled.
For the purpose of the character identifying HIMSELF, he needs to pick a name and have at least ONE confidante who allows him to "be himself"---especially if all the names are on the table. It can just be a quick sentence, and it'll be enough to carry the reader forward.
Hope that helps.