What exactly is tracking protection on browsers ? in layman language please ?

[Futureized]

I am confused, how does this tracking protection helps us as an option on almost all browsers.
IE, opera, firefox, chrome, etc.

What is the best security setting if we browse almost all kind of sites....

 

[vivek.krishnan]

It does not help to a great extent. Plus, they try to dance around these as well.

Use incognito mode always.