Windows

Over the past few years, I think we've all noticed the rise of VPN services online, in part due to the way they have marketed themselves. If you're not familiar with how a VPN service works, all it does is connect your outgoing traffic to a proxy server before it reaches its destination. In other words, the sites you visit while using a VPN won't be able to see that your IP is visiting them. Instead, they will see the proxy server that the service is directing your traffic too.

The problem with VPNs is that they don't give you the anonymity they claim to be. First off, many VPN service providers won't hesitate to sell your web traffic to the highest bidder. A VPN service on its own isn't as profitable as it may seem, so many companies supplement this with selling their customer's data. Another problem is the fact that there are other ways your web traffic can be obtained, even if your VPN service isn't selling your data.

Unfortunately, one of these ways is through your OS. Windows, for instance, automatically tracks "diagnostic data" from your computer to send back to Microsoft. This diagnostic data includes your keystrokes, browser usage, advertising data, files, and a whole lot more information that should be kept private. This is why it's imperative to use actual privacy software (I personally recommend Opticole by Riserbo). Software like this will protect you from Microsoft's data monitoring, spyware, and malicious payloads simultaneously. It is incredibly cheap, very easy to operate, and when used in accordance with a VPN can give you a powerful veil of anonymity.