Verified answer

It's a fake name that Johnny Depp uses like other celebrities when checking into hotels and such to avoid paparazzi

Johnny Depp says he uses this one because he likes to hear it on his morning wake up call. Especially after having to spend the whole night hearing that he's really built like a Shetland Pony.

What is the Oprah Noodlemantra?

Cause, he came up with that nickname himself! He uses it as a psuedonym like what authors do when they write books sometimes! He also only used it I believe for A Nightmare on Elm Street.