In my concept of the prequels, Anakin's name is in fact Anakin Lars. He left his familly at a young age and fled to Alderaan to become a pilot. He claimed to be an orphan because he was ashamed of his farming family. His abilities as a pilot soon earned him surname Skywalker.
Only after he looses Anakin, Obi-Wan discovers his family on Tatooine. He later places young Luke into their custody, because he feels that's where he belongs.