You don't have to reply back with the person's name, unless it's unclear who you're addressing, which should be abundantly clear in an interaction like:
"Hey Devin!" "Hey, what's up."
Adding the "what's up" is important though, or something to the same effect ("how are you", ...), because it helps support the conversation and keep it flowing.
Just mirroring the "Hey" can feel terse and unwelcoming, like you're not interested in talking because you're not providing the other person a "conversational path" they can follow up on.
As the conversation continues, usually both parts will be providing "paths" that the other can choose to take, according to their interests.
Would your username be in any way related to your appreciation of spicy food?