Creating an account on facebook does not necessarily imply that you use it. But I'm talking about using it, even passively.
Basically, the idea is that you suddenly are not just a (mostly) anonymous IP, suddenly you are a name, who knows this other name, who liked this, who visited that site, who was linked to an image, etc. Suddenly you have all this information about you on the internet. Suddenly people can use this to damage you.
This message board however, you know, Sgt. Pepper is not my real name. I'm not a Sgt. and my name is not even "Pepper". So this is not connected to my identity. Nobody here knows who I am, neither does anyone in "the real world" know I am posting here as SgtPepper. You see, that is the difference. Even though I have an identity on this board, this identity is not connected to my real identity.