Protecting Your Privacy Online
Many people who use the Internet are concerned about their privacy while online.
As you may know, when you visit web sites, the owners of those sites can typically gather information about you from your computer. Usually, this information doesn't identify you personally - instead, it includes things like what browser and what type of computer you're using - but most sites can also see your IP address, which, in some circumstances, could make it possible for a determined investigator to discover that you, personally (or someone using your computer) visited a particular web site.
Don't let this scare you. First of all, collection of this information is often quite harmless. This site collects all of the information listed above automatically, and the IP address can provide some useful information - such as an overview of how many people visit the site from different countries, or from educational institutions. (The IP address can be converted into a domain, such as mit.edu, which would tell me that someone was visiting the site from an MIT computer.)
However, I think it's a good idea to know what information you reveal as you're looking at web sites, and then to decide whether you're comfortable with that. If you're not, there are various ways you can hide that information from the sites you visit.
The Center for Democracy and Technology has a good introduction to these issues, including their Getting Started page and their Top Ten Ways To Protect Your Privacy Online.
The Electronic Privacy Information Center has a long list of resources that can help you control your privacy on the Internet.
If you're eager to get started browsing anonymously, you might want to look at The Cloak, a tool for browsing the web anonymously.
Finally, if you're concerned about your rights in cyberspace, I encourage you to learn about the Electronic Frontier Foundation. I think they're doing important work in protecting our freedoms online. If you agree, I hope you'll consider contributing to their cause.