Basically, like others have said, don't be stupid. Getting a VPN, possibly a proxy, and even a VM wouldn't hurt. But all in all just make sure not to give out any identifying info like your email or a picture that could link to your location. With that, you'll be good to go. It's pretty fun when you find something interesting, just be careful which sites you visit. It's definitely worth checking out, and it's not as scary as some people and companies make it out to be.