Browsers take the last page you were on and send its URL to the next page you visit — but only if you clicked a link that took you from the first page to the second. This is called the http_referer field:
https://en.wikipedia.org/wiki/HTTP_referer. On some sites, this field allows the person who posts content to see where traffic is coming from.
A really good recent example: someone posted a Smugmug account that had some nice photos being uploaded to it. The uploader stopped uploading because so many people were clicking a link to see his album, and he saw the source of the views. The views with a referrer on them mostly came from another adult forum, not ours, because people here are careful not to post the unaltered, clickable link.
See attached pic of what the account owner saw. Notice that OCC is not on the referrers list at all. By making OCC users fix the "hxxp://" URL and paste that fixed text into their address bar, it prevents the referrer field from being populated, so the content owner doesn't see where traffic is coming from. They will still see lots of (anonymous) views, though, which will be enough to alarm them if they thought their content was private.