Because alter-egos are fun!
Zelda emerged one winter's night while I was in the midst of my 1920s jazz baby craze; Fiztgerald was my man, Bessie Smith was my gal, and gin was my drink of choice. I was a balled-up bearcat in a city of juice joints, passing winter by in spifflicated fashion. My friend Sid started calling me Zelda and it just kinda stuck around.
And Starship...well. That'd be the tequila.