Google Chrome: Incognito Mode 

Google Chrome calls its private browsing mode “Incognito Mode”.  You can launch an incognito window by clicking the special menu in the top-right corner of the browser window. On Windows, it will be three lines and on MacOS, it will be three dots. Then, choose “New Incognito Window”. (You can also access this option from the File menu on a Mac.) Alternatively, press the keyboard shortcut Control+Shift+N on Windows or Command+Shift+N on a Mac.

To exit incognito mode, simply close the window. 

Microsoft Edge: InPrivate Browsing

Microsoft calls their private browsing mode "InPrivate". To open a new InPrivate window, use the menu from the upper-right corner or press Ctrl+Shift+P on your keyboard. 

Once you’re done with InPrivate mode, close the tab or window to exit and return to regular browsing mode. 

Mozilla Firefox: Private Browsing

Firefox simply calls their mode “Private Browsing”. Like Chrome, it can be accessed from the menu in the upper-right corner. Just click “New Private Window”. (You can also access this option from the File menu on a Mac.) Alternatively, press the keyboard shortcut Control+Shift+N on Windows or Command+Shift+N on a Mac. 

To exit private browsing, simply close the window.