Peter Conrad at The Guardian:
Three heteronyms in particular enabled Pessoa to work through the history of poetry. Impersonating a simple shepherd called Alberto Caeiro, he wrote naive pastoral lyrics; as the refined classicist Ricardo Reis, he composed Latinate homages to the gods; giving voice to the futurist Álvaro de Campos, supposedly an engineer by trade, he celebrated mechanised urban modernity. Commuting between these aliases was like metempsychosis or perhaps, as Pessoa confessed to a critic, like changing sex. His alter egos had extra-literary uses too. To extricate himself from a flirtation with a clingy young woman, Pessoa made Campos write a letter warning her off and when she telephoned in the hope of making a date he answered the call as Reis and informed her that Fernando was not available.