Summary
Incognito mode is a feature of web browsers that allows users to browse the web without saving browsing history, cookies, site data, or information entered in forms. It does not hide activity from websites, employers, schools, or internet service providers.
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Incognito mode does not mask or block IP addresses, so a VPN, proxy server, or Tor Browser may be needed for that purpose.
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Summary
The easiest way to open an Incognito window is with the keyboard shortcut combination Ctrl-Shift-N (Windows) or Command-Shift-N (macOS).
Another way is to click on the menu on the upper right - it's the three vertical dots - and select New Incognito Window from the list.
How to go incognito in Chrome, Edge, Firefox, and Safari | Computerworld
computerworld.com
Summary
Incognito mode prevents a browser from recording session data but it doesn't block or mask your IP address. To do that, you need to use a VPN, a proxy server, or the Tor Browser.
While surfing the web incognito in Google Chrome, the browser doesn't save your history or other private data
How to Turn on Incognito Mode in Chrome, Edge, Firefox, Safari and Opera
lifewire.com
Chrome is closing a loophole that has allowed sites to detect users in Incognito Mode. Partner Development Manager, News and Web Partnerships
Protecting private browsing in Chrome
blog.google
Private browsing is a privacy feature in some web browsers. When operating in such a mode, the browser creates a temporary session that is isolated from the browser's main session and user data. Browsing history is not saved, and local data associated with the session, such as Cookies, Web cache, are cleared when the session is closed. These modes are designed primarily to prevent data and history associated with a particular browsing session from persisting on the device, or being discovered by another user of the same device.
Private browsing - Wikipedia
wikipedia.org