It can, but it doesn't have to be used. You can use the native form of the name, an "Esperantoized" name using -o, or "Esperantoized" with -a. The use of -a is because in many languages the choice of -o/-a is male/female. So if your name is Maria, you wouldn't want to use Mario because it is a "male" name. For example, in the course you'll see the name Sofia used.