When you surf the web information from every website you visit is stored on your computer and recorded in Windows locations. These files may remain in the folder after application being its source is closed. By default your browser is set to store cache temporary files to speed up downloads when accessing previously visited sites, and therefore Web browsers cannot provide full privacy as they do not clean up all hidden files containing data about your actions. It may be fun to look up what you did and what sites you visited a couple of months ago. And it will be not that fun if this information becomes available to aliens. My privacy will give you a hand to handle this.