The Internet is rife with promises of total anonymity. Privacy providers, and VPN services in particular, love to claim users are anonymous when using their services, but unfortunately this a false promise. In today’s online world achieving anonymity is an impossible goal. These incorrect claims are misleading, and what's even more concerning is they lure unsuspecting users into a false sense of security online. I’ll explore the difference between privacy and anonymity, and debunk some myths being perpetuated on the Internet. I'll explain why online privacy is about reducing your overall online footprint to raise the cost of surveillance, instead of chasing the false promise of anonymity.