Where can I learn about anonymity online?

Now I'm looking for any tips in learning how I can protect my ip address and anything leading to my identity. I've heard about connecting to proxy servers, VPNs, SOCKS, HTTPS, SSL, SSH but I would really like to learn more in detail about this, also other protocols which are safe.

What is a VPN?

VPN is (Virtual Private Network) were first used by companies to enable their employees to securely access internal systems such as email remotely (e.g. from home or while on business trips). Today they are increasingly being used for personal use by individuals to protect their privacy while online in public places (e.g. when using the wi-fi connection in a cafe) or in a country where the internet is censored / blocked (e.g. China, Saudi Arabia…).