All perfect praise be to Allaah, the Lord of the Worlds. I testify that there is none worthy of worship except Allaah and that Muhammad, sallallaahu ‘alayhi wa sallam, is His slave and Messenger.
We implore Allaah, the Exalted, to help you adhere to the Islamic teachings and obligations, and to reward you and bless you with steadfastness upon the Truth.
You should know that untruthfulness is a disgraceful quality and that it is improper for a Muslim to be qualified by it. Safwan ibn Sulaym reported the following:
The Messenger of Allaah, sallallaahu ‘alayhi wa sallam, was asked, "Can a believer be a coward?" He, sallallaahu ‘alayhi wa sallam, said: "Yes." He, sallallaahu ‘alayhi wa sallam, was asked, "Can a believer be a miser?" He, sallallaahu ‘alayhi wa sallam, said: "Yes." He, sallallaahu ‘alayhi wa sallam, was asked, "Can a believer be a liar?" He, sallallaahu ‘alayhi wa sallam, said: "No." [Malik]
However, lying may be permissible in certain situations. Ibn Hajar Al-Haythami said:
You should know that lying may be permissible and even obligatory in certain situations. The criterion here is as was highlighted in Ihya' ‘Uloom Ad-Deen: that if the person can attain a praiseworthy objective either through lying or adhering to honesty, lying in order to attain it is forbidden. If the person can achieve that objective only through lying, then lying is permissible if it is a lawful objective. However, if the sought objective is something obligatory, then lying is obligatory. [Az-Zawajir ‘an Iqtiraf Al-Kaba'ir 3262]
Hence, if you know that giving your real name and identity to the police will cause harm to you or your family or that they will follow you in order to prevent you from wearing the Hijab, then there is no harm in giving them incorrect information, and you will be rewarded for that, Allaah Willing, as long as the reason for doing so is your desire to observe the Commands of Allaah, the Exalted.
Allaah Knows best.