The general consensus is take your time and ask questions. I will back this up and reiterate it.
Also, something that was not mentioned, you can be tracked by your IP address. This can be done if you go to a site that a person actually owns, and from that he can get your physical address. If you do not believe this is possible, then go here.
http://www.ip-adress.com/
There are programs that will block your IP address as you surf the web, but there are also programs to strip that blocking off. So, if you do try this, remember that you are vulnerable and be careful.