Incognito Mode is a privacy feature available in web browsers like Google Chrome, Mozilla Firefox, and Safari. When activated, it prevents the browser from saving your browsing history, cookies, and site data. This means that after you close the incognito window, your online activities are not stored on your device. However, it's important to note that Incognito Mode does not make you completely anonymous online. Your internet service provider, employers, or websites you visit can still track your activity. It simply offers a layer of privacy on your local device, not on the internet itself.