There are endless reasons to be anonymous or to increase your privacy. The most obvious is your personal freedom, do you like it when people watch you as you eat or kiss your girlfriend/wife in your sleeping room ?
It is rarely in your interest that your government, your Internet providers administrators/supporters or your company knows what you are doing online.
What illness are you googling about ? What porn do you watch ? What political party do you favor? Do you search pirated software ? The list is endless and everyone is affected.
There are more reasons to be anonymous. You could register multiple accounts on social networks (facebook, youtube, myspace, gmail, your favorite Internet forum,…) if you were anonymous. This is something a lot of people require once in a while, most get caught doing it because they lack knowledge.

The Internet just looks simple from the user point of view but in reality the protocols used to make this possible are very complex. The Internet was never designed to be a anonymous platform and as it grew the different governments of course had no interest that people could speak anonymously.

Every connection on the Internet has one thing in common: the IP Address. The data sent and received always contains a destination and a source IP Address, no matter what you did (email, surfing, file sharing,listening to a music stream or watching a video). This IP Address can be used to identify you (through the help of your provider, to break into your computer or to deny you access or track your access.
When surfing (using a browser like Firefox, IE or Opera to access HTTP pages) there is more information transmitted than you would ever guess! Your browser sends information about itself, about your operating system, your language and much more information.
This information also tells a lot about your identity and can be used to give you customized text but also against you.

The main factor is your IP Address, it needs to be obfuscated. Next your cookies need to be removed and finally your user agent should be changed.
Changing the IP requires a tool/service called proxy the cookies can be removed through your browser settings and the user-agent is also part of your browser configuration.

A proxy server can be configured in your browser network-connection settings. When using a online proxy your browser will send all data requests to the proxy, the proxy will route it to the destination and send you back the data. This is “transparent” to you as user, the destination will only see the proxy IP Address.