The majority of people in the SCA take on some sort of persona, kind of an 'alter ego'. For most people, it's just their usual self with a different name, but others "play" their persona.
Your persona is your alternate name, or SCA name which people refer to you as in the society. It may come from a particular place (e.g. Ireland or Germany) and/or time (12th century), and you can create a story behind your persona. Some like to dress in the style of their persona, so if they have an Itallian name, they may choose to wear Itallian garb or armour, and have an Itallian-style device.
Then again, there's the other type of people who simply have an SCA name, wear whatever clothes they like, have a device that doesn't match their persona, and cover a whole range of time periods, and that is perfectly fine and acceptable too. The SCA doesn't care. It's entirely up to you how you play the game.