I can't tell you how many times I get IMs from strangers asking me "who are you?" It's probably a daily occurance. Why in the world someone would contact someone they don't know and ask them who they are escapes reason. You wouldn't dial random phone numbers and demand to know who answers, would you?
Most of these people probably ran across my screen name from this website, and added me to their buddy list long ago. I usually patiently explain that "I'm the guy who runs BigBlueBall" and do my best to get on with my work.
Now imagine how many random IMs a celebrity gets! Not that you could know for certain that they are who they claim to be, but there are a few sites that claim to list celebrity screen names, such as
this one.
I hope they know enough about AIM to set their privacy settings to ignore anyone not on their own buddy list.