Can we use the pen name Lu Xun? Is it illegal?

No, it is illegal and infringes on the right of name.

The right to name is a specific personality right, which refers to the right of natural persons to decide, change and use their names. Names include formal names registered in household registration books, stage names, pen names and other informal names.

Infringement of name rights: 1. Interfering with other people’s decision, use, or change of names. 2. Stealing other people’s names. Misappropriation of another person's name refers to carrying out certain activities in the name of another person without the other person's consent or authorization in order to increase one's own worth or seek improper benefits. 3. Use someone else’s name falsely. It refers to using other people's names and pretending to be others to carry out activities in order to achieve a certain purpose.