You do not have to Use incognito mode(Privacy Browsing) but it is highly recommended. Keep in mind that you still have to delete your history and cookies from this current session even if you choose to remember how to begin each browsing session in incognito mode in the future because your current session is in your web broswers history.
The download links are provided below for the history and cookie deleting software, as well as quick key commands and tutorials for deleting history in each browser and tutorials for each browser to enter incognito mode.
Incognito mode (Browse in private):
Privacy mode or "private browsing", is a term that refers to privacy features in some web browsers. Historically speaking, web browsers store information such as browsing history, images, videos and text within cache. In contrast, privacy mode can be enabled so that the browser does not store this information for selected browsing sessions. This allows a person to browse the Web without storing local data that could be retrieved at a later date. Privacy mode will also disable the storage of data in cookies and Flash cookies. It is of note that this offers virtually no privacy protection beyond the local level. For example, it is still possible to identify frequented websites by associating the IP address with the user on the server end.
Tutorial Link for entering incognito mode in browsers
Incognito mode (Browse in private): https://support.google.com/chrome/answer/95464?hl=en
Clear browsing data: https://support.google.com/chrome/answer/95537?hl=en
Mozilla Firefox: https://support.mozilla.org/en-US/kb/private-browsing-browse-web-without-saving-info
History and cookie deleting software
CCLEANER PORTABLE http://www.piriform.com/ccleaner/download/portable