Watching you

I have to be honest I have never been able to understand the ability to track me everywhere I go on the internet. I know it has something to do with proxy but to understand it I have no clue. I would love to have complete digital privacy on the internet so hopefully that day will come soon. So this is something that I think I will be checking on cause to tell you the truth I don't go places on the web that I should not go but I still want my privacy where I do go.