Your browser disclosures
Every time you connect to the Internet, the browser (part of your device’s software) is designed to provide information to whatever you are connecting to.
Many website owners collect this information as it tells them many items of interest: what software you are using, where you are connecting from (your home, a hotel, an airplane, etc.), the language you use, the speed of your connection, and a lot more. Browsers also indicate to each web page the link used to reach it (the referral link). To find out what your browser has to say about your arrangements.
Why is this an issue?
Your browser’s information is essentially geographic. This means that a multinational company will direct you to their national website – in e-commerce this may result in substantially different prices. Other entities may use this information to block access to copyrighted material (try accessing the BBC iPlayer from outside the UK). When tied together with cookies, privacy becomes an issue to consider.
What you should do about it
Subscribe to an anonymiser service (there are several commercial providers). This implies connecting to the anonymiser’s website which acts as a switch, removing your IP address. While not particularly expensive anonymous browsing may raise concerns to observers (everything is recorded these days) along the lines of “does this person have something to hide?”