The Importance of Anonymity
On 16 December 1966, the UN General Assembly ratified the International Covenant on Civil and Political Rights. Article 17 states: 
1. No one shall be subjected to arbitrary or unlawful interference with his privacy, family, home or correspondence, nor to unlawful attacks on his honour and reputation.
2. Everyone has the right to the protection of the law against such interference or attacks.
As the reader is probably aware, modern nation states are eroding our freedoms at an accelerated rate. The privacy of all global citizens is being grossly invaded with an extensive, mass surveillance network which has contributed to repressive activities (see this report from Privacy International). Untold billions are under the constant scrutiny of domestic authoritative regimes and law enforcement; the hallmark features of a police state.
Unless precautions are taken, the Internet Service Provider and global surveillance systems like ECHELON and PRISM can record everything done online: what the user reads, writes, and with whom they communicate. Only the ill-informed continue to believe this is a conspiracy theory, see this report from the European Parliament.
The Clearnet Risk
Intimate tracking and profiling of the majority of Internet users is possible, because all messages and data that are sent contain the IP addresses of both the sender and receiver. Only a small minority consistently use Virtual Private Networks (VPNs), the Tor network, I2P and other tools in an attempt to disguise their network traffic.
A suitable analogy for the "clearnet" risk is ordinary mail sent through the postal system which contains addresses of both the sender and receiver for two-way communication. IP addresses can be easily traced back to the physical location of the computers and their owners, ultimately identifying specific users. Moreover, just like with a postcard, any information traveling on the Internet can be read by the many computers that relay them.
Privacy as an Inherent Right
Human beings have a fundamental need for private spaces to communicate their innermost thoughts, feelings, fears and desires. When their private sanctums are threatened by the prospect of unceasing and omnipresent surveillance by government and private entities, the effects are malign. Free speech and expression is chilled, distrust in authorities is heightened, and independent thought counter to the prevailing wisdom is suppressed via self-censorship.
It is not hyperbole to suggest that surveillance has molded the behavior of entire populations. Without the consent or foreknowledge of the public, an electronic form of Jeremy Bentham's panopticon has been rapidly constructed over the past few decades. Today's Internet user is like an inmate in a prison, where unseen guards could be watching at any time. Over time, subtle changes occur in behavior as a consequence of the "observer effect"; a new method of social control: 
The most insidious threat that expansive surveillance poses reaches even earlier into the lifecycle of dissent. For a thought to be birthed in a Miltonian sense, it must first be conceived, and here pervasive surveillance has a contraceptive effect. Those watched change not only their behavior; they change their thinking, too, so that they do not even conceive the thoughts that would become their “intellectual offspring.” This is what Neil Richards calls the “normalizing gaze of surveillance,” and it is perhaps analogous to the “observer effect” in physics. Unobserved, a citizen’s thoughts - like particles - follow their own path. But the more closely watched they become, the more their possible paths are determined by the very act of observation.
Many readers would challenge this assertion with the retort, "Nothing to hide, nothing to fear." Unfortunately, with almost everyone having a skeleton in their closet, this argument seems glib. Security and encryption expert Bruce Schneier may give the unconcerned reader some further cause for doubt: 
The most common retort against privacy advocates -- by those in favor of ID checks, cameras, databases, data mining and other wholesale surveillance measures -- is this line: "If you aren't doing anything wrong, what do you have to hide?"Two proverbs say it best: Quis custodiet custodes ipsos? ("Who watches the watchers?") and "Absolute power corrupts absolutely."
Some clever answers: "If I'm not doing anything wrong, then you have no cause to watch me." "Because the government gets to define what's wrong, and they keep changing the definition." "Because you might do something wrong with my information." My problem with quips like these -- as right as they are -- is that they accept the premise that privacy is about hiding a wrong. It's not. Privacy is an inherent human right, and a requirement for maintaining the human condition with dignity and respect.
Edward Snowden shares a very similar view to Schneier: 
“Arguing that you don't care about the right to privacy because you have nothing to hide is no different than saying you don't care about free speech because you have nothing to say.”
- Most people have something personal they wish to conceal, irrespective of its legality.
- There is no compelling argument that all laws should be built around the efficiency of law enforcement as the over-riding factor.
- It is strongly contested that any and all civil rights should be sacrificed upon the altar of "national security", particularly without the consent of the governed.
- Privacy is not synonymous with secrecy, that is, hiding "bad things".
- There are many things to fear from a nation state that willingly collects, processes, and disseminates information on the entire populace. Information is power, and a deadly weapon in the hands of tyrants.
- The social value of privacy is the right to not participate in the collective life; the freedom to shut out the community. That is destroyed by mass surveillance.
- Vote unseen, the construction of Orwellian systems that profile complete populations is anti-democratic. The information gathered has unknown uses, is secret and never revealed, prone to abuse, impervious to access, and unable to be corrected.
- It is not evident that sacrificing privacy has led to increased safety; the root cause of modern asymmetrical warfare is a reaction to government policies, not the result of an inadequate state security apparatus.
- Over time, the rules change, but once ephemeral conversations and idle thoughts have now become permanent records.
- What is used today in the "War on Terrorism" ™ could be a tool tomorrow to repress any groups who arouse the ire of government.
- Individuals do not personally determine if they have something to fear; today's automated, passive surveillance systems do that for them. The rule book is yet to be published.
- It is the duty of every citizen to defy unjust laws. Throughout history, the mass defiance of unfair, prejudiced or illegitimate laws was a critical factor for society to progress. Mass surveillance threatens to snuff out movements before they are even born.
- It is not necessary for me to justify the right to privacy, but rather it is incumbent on the government to justify its intrusion into my personal domain.
- Rights are not something to be traded away as part of some twisted cost-benefit analysis or consequentialist argument.
Ubiquitous surveillance has not only been proven to be ineffective, but it is extremely expensive. It also comes with a range of societal costs: broken political systems; unaccountable and secret government actions; surveillance outside of legally sanctioned limits; erosion of trust in commercial computer products, services and systems; the loss of liberty; self-censorship, and the embedding of systems which are prone to abuse. 
The Tor Project has prepared a page Who uses Tor in case the reader is interested.
Further reading on that topic:
Reasons to Stay Anonymous
A few examples:
- People failing to understand the software making death threats
- Making threats to "burn down his house", "pay him an overdue visit"(w)
Harassment on the border:
- http://news.cnet.com/8301-27080_3-20012253-245.html (w)
- Staying out of the press with a real name.
- Separating private, professional and project-related activities.
Whonix Anonymity wiki page Copyright (C) Amnesia <amnesia at boum dot org>
Whonix Anonymity wiki page Copyright (C) 2012 - 2018 ENCRYPTED SUPPORT LP <firstname.lastname@example.org>
This program comes with ABSOLUTELY NO WARRANTY; for details see the wiki source code.
This is free software, and you are welcome to redistribute it under certain conditions; see the wiki source code for details.
https | (forcing) onion
This is a wiki. Want to improve this page? Help is welcome and volunteer contributions are happily considered! See Conditions for Contributions to Whonix, then Edit! IP addresses are scrubbed, but editing over Tor is recommended. Edits are held for moderation.