All modern web browsers are able to open “private” windows. When browsing via a private window, all your previous browsing data will be ignored and the browser will not save what you were doing when closing the window. No cached files or cookies.

This is of course helpful when you want to do private things, like online banking. But also an invaluable tool for troubleshooting problems when browsing web sites, like if you are having problems logging in in to Umu.se or e-learning platforms.