I've "always" operated under a bit of a nom de plume.
My first name is Frank, I go by Frank, everybody calls me Frank (or Big Frank, as it were).
I've just never liked seeing it in print. So I shortened to F.J. Eastman for all of my official written transactions and the like.
As a pen name it has the bonus of being gender-free, recognizable, and falls well in the racks.
If your works are VERY different, to the point that a reader who enjoys one may not like the other, it's probably a good idea. If you write, say, standard 3-part epic fantasy and then decide to write racy bodice rippers, you may turn off some of your other audience who then buys NONE of your books. If you write nondescript contemporary crime action and then write, say, a very political sci-fi piece based on your passionate love or hate for the current regime. Etc. If I, for instance, decided to write some erotica ... I'd do so under a different name. 1) I don't want anybody in my family to connect me to it. 2) I don't want to know that the people who connected me to it read erotica.
I live in the south.
That I wrote smut would be the talk of my hometown.
--fje