Google Chrome offers another type of window/browsing mode called “incognito mode”. When we’re using Google Chrome in incognito mode page information (website addresses, downloaded files will not be stored/logged in our browsing and download histories. And, when we close the “incognito window”, all new cookies will be deleted right away.
Read mode details about incognito mode at Google Chrome Help page.
In simple definition, it means we can use incognito for more private browsing. It’s about information on your side, not server’s. If the server logs your data (IP address, user agents, etc), your data will be recorded.
But, I don’t regularly — well, almost never — use it. My main reason is because I’m using Google Chrome — and other browsers — in a private computer. And, sometime browsing histories are useful. The download histories, too.