Hello *nixer,
Nowadays it's easy to track whatever you do online without having to know your ip address nor your name.
The little plugins you carry inside your browser can tell anyone with a little bit of power who you really are.
Here's a little example of how effective it is:
https://panopticlick.eff.org/

How to counter this:
1) Don't visit sites that are weirds
2) Use an updated browser. Not necessarly ff or opera or chrome or ie, there's other alternatives.
3) If you are on FF you can use those: ghostery, firegloves, adblock, UAcontrol,... Otherwise, don't visit website with funky js.
4) Clear your cookies and cache.
5) Be afraid of those websites that allow mutliple apps to be install and play on the same root url because they can bypass this (ex:facebook,twitter...):
http://en.wikipedia.org/wiki/Same_origin_policy
6) Don't be dumb.