It is easier than it seems. Once, I went to a nearby city, picked a charity that looked like it needed help, walked in, and volunteered some hours. They let me in immediately, I got a free pizza from it too. You can give any name you want. If they ask for ID, show it, but insist on them calling you by your nickname - which can be anything you want, to stay anonymous to the public. Just remember you have a nickname, so when someone calls it, you pay attention.
Why feel weird, helping people out? I don't get it. It's your life, you can do what you want. If you want to volunteer instead of playing video games, or whatever people do all day, then you can do it. You don't have to tell anybody, and you don't need to invent a story for an alibi. Just say you were "out" when people ask. Visiting friends or something.