This is one issue which I have came by in the world of Security, which I can not seamlessly wrap my head around. How is it a threat to one's security by showing them a picture of themselves to people online? 

On a lot of games which I play, from League of Legends to Habbo Hotel, if people find an actual picture of someone who is has an ego out of the ass, they see it as a security threat to themselves and their well being.

I do understand a part of it, but that does with psychology and philosophy, but where does this play into security of using the internet?

Maybe I am misunderstanding security overall here? Or a picture of myself over the internet is going to cause me some issues down the road with my security of my online profiles, such as here on StackExchange?