Most modern web browsers contain a Private Browsing feature, e.g. Chrome’s Incognito Mode or Microsoft Edge’s InPrivate mode. The general principle common to each is the browser creates a new and temporary browsing session that is isolated from your regular session and all the profile specific user data within it.
The StartMeStick is like Private Browsing mode, but for your whole computer. Every time you use the StartMeStick it is a new and temporary session that is isolated from the rest of your computer and all its profile specific user data within it. When you shut down the StartMeStick nothing from that session is saved to your computer or to the StartMeStick. That’s what we mean by the StartMeStick goes back to brand new after each use.
The StartMeStick’s primary web browser, Google Chrome, supports Incognito Mode, i.e. you can use the StartMeStick, and use the browser in Incognito Mode. This is useful in cases where you want to login to your favorite websites in one Chrome window (e.g. gmail, facebook, etc...), and don’t want that profile and its data to be shared with each separate Chrome window, i.e. you want a private browsing session that is isolated from your regular session and that doesn’t save any of the data (e.g. cookies, history) after you close that window.