It's really just a matter of nuance, and in this case is very similar to the English one:
내 이름은 아나스타샤입니다 = My name is Anastasia
저는 아나스타샤입니다 = I'm Anastasia
Just like in English you'd choose between the two based on spoken/written phrase, or the order of introduction between people, so on. Hope this helps!