This post knows where you're viewing it from (Lemmy doesn't proxy external images) [ARCHIVED]
(lemmy.ml)
Note: This post now archived and as such no longer works
Yup. And to add, your browser will send things like:
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Your IP address. Technically this is sent by the OS doing networking and is unavoidable. At best, a VPN can hide this, because the VPN sits in the middle.
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Various basic request headers, which most notably contains user agent (identifies browser) and language headers, both which you can fake if you want to.
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Cookies for that domain (if you have any). Those can track you across multiple requests and thus build up a profile of you.