Links can look different on web sites based on whether or not you’ve visited the page they reference. You’ve probably seen this before: in some cases, visited links are purple instead of blue. This is just one of the many features web designers use to make the web the best it can be, and for the most part that’s a good thing.
The problem is that appearance can be detected by the page showing you links, cluing the page into which of the presented pages you’ve been to. The result: not only can you see where you’ve been, but so can the web site!