Being "Anonymous" is very difficult online. By this, I mean, humans themselves are quite "stupid". Not in the way of they don't know anything, but in the way that we are very trusting. We see someone nice and we open ourselves up and tell them all about ourselves. We tell them our location, name, etc. If not, we trust them and they send us a malicious link, an IP logger or more. Not just this, but a simple image could grab your IP.
1.) Why is anonymity important if I'm not doing anything illegal? Anonymity is not just for hackers who like doing malicious things. Of course, it could be... If you aren't doing anything illegal, this is why you should still be anonymous:
1.) Swatting - The act of people sending a SWAT team to your house and the cops believing you're in danger. It indeed is scary and terrible. One reason why anonymity is important.
2.) DDoS - DDoS (Distributed Denial of Service) attacks are something big online! Lot's of people DDoS to make people mad. A DDoS is the act of a person sending so many requests to your Internet Protocol (IP) Address that it makes you go offline for how long the person wants you to be. DDoS attacks are actually so easy to conduct and famous, there are multiple network stress testing services. DDoSing can go by a lot of names, those names involving: Booting (e.g. I booted eSaph0r offline!), Stress Testing is the name "DDoSing Services/Booters" usually go on online, e.g. "eSaphor booter! The best stress testing service out there! With over 540Gbps!". The "540Gbps" is how much power the booter has. Most internet connections usually don't have more then 25Mbps (Megabytes per second), Gbps (Gigabytes per second).
3.) Doxing - Believe it or not, your IP address can show a lot of information about you! When someones IP address is leaked people usually do Geo-location (https://en.wikipedia.org/wiki/Geolocation). When conducting a Geo-location on an IP address, it will never come the exact location. (Remember this, please!). Geo-location will give you a false location. It will indeed give you the right state & country but not city (USUALLY). The coordinates it gives you are almost usually bogus, too.
These are almost full time reasons why you want to stay anonymous.
If you're not an ethical hacker, then this tutorial is most likely the most important one for you.
How-to be Anonymous:
NOTE: Being anonymous is not rocket science.
1.) Use realistic user-agents when hacking.
2.) Remove all logs. (NOTE: Scenario: You have rooted someone, and you're trying to set up a ftp server always remember, FTP servers keep there own logs. Remove them, too.)
3.) Never openly admit you hacked something. Never gloat about it. And if you're wanting to get credit for something, then at least, never say it to someone online.
Do's and Don'ts:
1.) Using a virtual private network while hacking (Illegally) is not good. At all. Unless you're the one hosting it on a rooted server or on a virtual private server.
2.) When just wanting to stay anonymous use Whonix. Whonix is and quote: "Whonix is a Debian GNU/Linux based security-focused Linux distribution. It aims to provide privacy, security and anonymity on the internet. The operating system consists of two virtual machines, a "Workstation" and a Tor "Gateway", running Debian GNU/Linux." I myself am not a full on fan of Debian, but it'll work.
3.) Tunnel everything to Tor. Never do personal things over Whonix/Tor browser.
4.) Never pay for your anonymity if you're not an ethical hacker.
5.) Proxies are pretty useful. I do not use them myself, though.