A browser reveals more information about you then you probably know: location, software versions, currently logged in services,...
You will be really astonished how much information this is.
- Try to use the same link with a browser in privacy modus (in Firefox: Ctrl+Shift+P) and you will see the difference. However your IP-address and therefore your location is still transmitted.
 - Even if you have installed privacy protection add-ons in your browser, the combination of your operating system + browser + configuration settings are probably unique. Therefore you are still identifiable.
 - Panopticlick (from the Electronic Fronteer Foundation) shows you how unique you are: https://panopticlick.eff.org/
 - http://webkay.robinlinus.com/
 - Another website does something similar: https://amiunique.org/fp
 
You can protect your browser by installing a plugin:
- FireFox: NoScript
 - Chrome: Safescript