I don't have a common name
Your name might be a lot more common than you might think. Where I work, we usually try to look up customer records by telephone number rather than name because we have nationwide records and even the most obscure names can often pull up dozens of results. Given that the NICS check is cross referencing your name against databases with thousands, if not millions, of names in them, it wouldn't be overly surprising to find out that someone with the same or similar name to yours has been naughty somewhere at some time. While it is optional, I've heard from several sources that providing your Social Security Number on the 4473 can often help to avoid such mix ups.