If you’re really curious what your browser is sending along, I’ve got a little CGI running on my home machine which will echo all the environment variables beginning with “HTTP_” and “REMOTE_”:
The HTTP_ variables correspond to HTTP headers your browser sent. The REMOTE_ variables are a couple interesting bits of information provided by the CGI interface. I reserve the right to remove this or kill the little toy webserver I’m running if too many people flood my poor little home PC. It shouldn’t be THAT interesting, but you never know.
The HTTP_USER_AGENT info is what tells somebody which browser you are using.
The HTTP_REFERER tells which page you linked from - if you follow that link, it should point back to the SDMB.
HTTP_HOST is self explanatory.
If my site had set a cookie on your machine, there would be an HTTP_COOKIE which would simply return whatever strings I had set on your machine, usually used to allow me to dig up any information I’m keeping around about from past interactions based on an ID kept in the cookie. Note that this would allow me to get your phone number, for instance, only if you had given it to me sometime in the past.