Really, really, easy, in a sense. Every website collects a lot of information about your computer, its configuration, and your browser. This constitutes a kind of fingerprint that could be used to identify you. Want to learn more? Visit the Electronic Frontier Foundation’s Panopticlick site and test the machine that you are on. My office machine was “unique” in over 85,000 machines tested so far, and I generally set my browser for as much privacy as I can (consistent with still being able to use the browser in a convenient way).
EFF is a good resource in general for all things related to internet privacy and security. They have legal guides for bloggers, tips, and commentary. They also work as an advocacy group for internet freedom and security with political and legal mobilization strategies.