For supporters of more personal information, is the heart of the matter, the ability to surf the Internet anonymously. The average user probably has no idea how much information revealed about them, just by your computer to the Internet.
HowStuffWorks.com This article does a good job in reducing the many facets of Web anonymity online, such as IP addresses, cookies, proxies, anonymous, browser settings, etc. If you are interested about online privacy and you can do to protect themselves, then this is an excellent read.