Your browser probably has a "private browsing" or "incognito" mode. Does this protect you from the pervasive tracking that is common on the web nowadays?
Private browsing means that your browser erases your browsing history when you close that tab. In addition, all the cookies associated with that tab are also deleted.
So does that prevent tracking?
Well, it makes it harder for the trackers. They can't dump identifying markers on your machine and read them back later.
Unfortunately, it's not enough. Remember that every time your browser makes a request, it sends a load of information up to the web-server to help the web-server return the right format back to you. But that information can also be used to identify you. The web-server knows which operating system and browser, it knows your IP address (so it can figure out which ISP you are using and your location).
Some servers, the ones operated by the most successful tracking companies, use this to build a "fingerprint" of you - a unique collection of information about your system that can be used to track you, even without cookies.
So, no, private browsing won't prevent you from being tracked.
Disclaimer: All the information here is greatly simplified. I completely admit that some of how this fingerprinting stuff works is beyond me - especially when the trackers start to collude with each other. And I used to run an online advertising business.