Eh, only half remember why. Typically choose screen names following what ever's in my head at the time. Mostly I make screen names the same as the others I'm making at the time.
My friends and I, being a fairly creative bunch, where making up some fictional universe with ourselves as characters, which is the kind of thing we did a lot in High School. This particular time, for now readily apparent reason, they named "my" character Iceberg. I really don't remember why, this WAS years ago. Anyways, I liked it, so I rolled with it for a bit, and one of the first places I stumbled across at the time was SCP. So, I used Iceberg, and added Doctor, because hey, we're all doctors here.
Used the same name for my Steam too, so I guess I joined both at roughly the same time. Both enjoyable, but luckily SCP hasn't drained hundreds of dollars from me, haha.