Privacy? Not on today's internet...
I figure I'll be down voted for saying this, but true privacy cannot be accomplished on the internet unless one does all of the following:
1. (Most important) Use a VPN or Proxy server.
2. Use an ad blocker.
3. Disable 3rd party cookies.
5. Use a good browser like Firefox or Opera (Not the Google Chrome spyware).
I'm sure there are other things, but that's what comes to mind right now. Using a VPN or proxy server is very important because servers log connections. In those logs, you see what address was connecting, time/date of the request, what was requested, possibly even the user-agent string of the browser if the server is configured for it. What Apache logs (the web server software that I use) can be fully configured. Logging the IP address and the time/date is important in case legal action needs to be taken. With an IP address, you can find out what ISP someone is using. In some cases, if there is a reverse lookup record, a general geographical location can be deduced as well. So with some basic log analysis, you can tell which IP addresses requested which pages, and how long people stayed on those pages as well. And this is from just what the server software logs.
Many websites today make money by showing advertisements to us. Unlike the server logs which can only track what users do on the site or sites that the server controls, advertisers can track users from page to page, site to site, and server to server. Many websites use the same set of advertisers, so they will set a cookie on your browser and use that cookie to track you around the internet. Since your browser is connecting to the advertiser's servers, they are logging everything they can. So they can tie IP address, user-agent, and cookies together to create a unique identifier they use to accumulate information about you. This is why you should block 3rd party cookies. Although they can still track you via IP address and user-agent string, it may not be as unique. And let us not forget about the do-not-track setting in most browsers. I don't know of anyone who actually honors that, so it's basically a non-functioning feature. Most, if not all browsers, have a setting that disables the browser's ability to save cookies between browsing sessions (aka allow only session cookies). So closing the browser causes all cookies to disappear. Opening the browser again gives you a clean slate, cookie wise.
Google Chrome is a very popular browser, but it reports everything back to Google. However, I did a forensic analysis of Chrome's incognito mode, and it is very good. Nothing is reported to Google, nothing is saved on the machine. No cookies, no history, nothing. The only thing you might find is some memory artifacts that have been saved to swap space. If your system is setup to clear swap on shutdown, or you are using an encrypted swap file, there won't be anything on the machine. So if you just use Chrome's incognito mode, then go ahead. It won't track you.
My final point though is this: Google does not want privacy on the internet because that will directly impact their revenue stream. Google built itself on advertisement. It charges those advertisers a lot of money for access to their platform. Additionally, Google also makes money by selling your data to those same advertisers. The same is true for Facebook, Twitter, Instagram, etc.... It's all about marketing and getting you to buy something from one of their sponsors. So as you browse the internet, the data that is being collected on you is sold. But it's not just that, you are being monetized and sold as well. So it is in the best interest of these companies to keep privacy away from the internet for as long as possible.