If you're behind a VPN, any cookies along with your browser fingerprint will still be bright red: https://panopticlick.eff.org/ If what you're doing is really sensitive, do it in a clean VM + Tor. If you're posting, you also need to consider keystroke fingerprinting although with language profiling: https://en.wikipedia.org/wiki/Keystroke_dynamics

Most threat models don't require considering these things.