Even if you're not anonymous online, consider the following scenario:

You visit website A; your're not anonymous and that's fine for you.

You then visit website B. Again you're not anonymous and that's fine too.

Then you visit website C, followed by website D.

Again, you're not anonymous and that's fine because you know that website A doesn't know you visited website B and website B doesn't know that you visited website C.

Website C does know that you visited website D, but it doesn't know what you did once you got there. So although you're not anonymous online, you don't feel like someone is watching over your shoulder looking at everything you do.

But unknown to you (or maybe even known to you) company X has a little bit of analytics code on each of these websites and does know that you visited website A, and website B, and also website C, D, E, F, G, H, I, J, K, L and more.

So maybe it's a question of the degree to which you can be anonymous online. On individual websites, you might be fine not being anonymous, as long as those websites don't know what you're doing elsewhere on the web. But is anonymity important if you know everything you do online is being tracked and joined together from all your disparate journeys?

https://www.eff.org/deeplinks/2013/10/online-anonymity-not-o...

Another good example is from http://phinished.org/faq.php?faq=vb_read_and_post#faq_zoints...

"The anonymous posting option should be used sparingly. Please use it only when you have a matter of a highly personal or sensitive nature to discuss, or when you need to protect the privacy of colleagues, students, friends, or family members. It should never be used as cover to criticize or attack other users, as a means to evade social responsibility for one's comments, or as a way to avoid minor embarrassment on the boards. Anonymous posts may not contain attachments, and they cannot be edited after posting without revealing the username of the author. If you want to maintain your anonymity, do not attempt to edit an anonymous post.

The webmaster reserves the right to suspend or revoke the ability to post anonymously of any member who abuses the anonymous posting privilege. For more information, please see our acceptable use policy and privacy statement."

They are releasing information to the outsode world about an oppressive regime.

They are whistle-blowing in an industry that has weak protections for whistleblowers.

They found some horrible criminal material online amd want to report it without being arrested by law enforcement

Etc etc.

Sadly there are things that most people could do to help the few who need anonymity, but because these things are a bit fiddly and provide no immediate benefit most people do npt bother.

People can take all sorts of things as justification for targeting you. Maybe you made a seemingly innocuous comment on HN or another website that someone took as a personal slight (say, your comment about tech companies "getting ahead of themselves" with drones and self-driving cars). Maybe you made a comment that sounded vaguely like a religious or political position that someone finds very offensive. Maybe you have a particular habit, desire, or interest that is illegal or that some people consider immoral or offensive, which you don't particularly advertise but you happen to mention somewhere. Maybe someone thinks you downvoted them even though it wasn't you. All of a sudden, you're a target -- and someone is able to go from a handful of comments you made on some website to knowing your home address, your place of employment, your family/religious/social circles, and maybe something about you that could get you into trouble with one of those groups.

Note that it's not just "on the internet". Somebody might see you talking to their ex in a public place (you were just asking for directions) and decide to pick up whatever snippets of personal information they can about you by listening in at the checkout. The internet only comes in once they've decided to come after you -- and they're able to tie in to the giant database their company maintains that sends you coupons or whatever in the mail, and now they have all of your personal information including some you'd rather not have every stranger on the planet knowing.