Duplicate UNIQUE KEY error after ROLLBACK in MySQL
In one of your comments to your own question, you're saying you're using MyISAM.

However, MyISAM does not support transactions (see ref. table). Therefore, it will always autocommit, whether you try to turn it off or not.

If you want to use transactions, you need to use an engine that supports it, such as InnoDB.

EDIT (following comments and additional information -- I must admit I hadn't realised you were also using a second table until @RolandoMySQLDBA pointed it out):

As the documentation says: "If you use tables that are not transaction-safe within a transaction, changes to those tables are stored at once, regardless of the status of autocommit mode." 

Since a second table (seudonimos_consulta, using MyISAM) is involved in the transaction, via a trigger, what's inserted after the first INSERT in that table isn't rolled back. Hence, #1062 - Duplicate entry 'Agatha Christie' for key 'seudonimo' would refer to the second table, seudonimos_consulta.seudonimo, not seudonimos.seudonimo.