I do not know the source of that claim you heard, but I think you're taking it too literally. Generally, most authors just use their name. There's nothing about the name "J.R.R. Tolkien" or "Terry Pratchett" or "Ursula Le Guin" that's particularly related to speculative fiction, except after the fact - those names are related to the genre because that's what those famous authors wrote.
In some genres that are perceived "masculine", a woman might wish to mask her gender. This was the case for J.K. Rowling and Robin Hobb. In some situations one might wish to mask one's ethnicity, as was the case for Janusz Korczak, for example. The situation on those things keeps changing though: things that it was advisable, for the sake of publicity, to mask some decades ago, can now become an advantage.
If you're set on picking a pseudonym, you would want to avoid something that stands out in the wrong way. As an example, unless you're writing sleazy romance, you probably wouldn't want to be called Roxie Lust. But if you do write sleazy romance, you don't have to call yourself Roxie Lust - there's nothing wrong with a perfectly neutral name that sounds like an actual person's name.
That's about it. Don't worry about it. If you want to use your name, just use your name.