One important use of proxy servers as I understand reading Wikipedia is to keep you anonymous from other servers by acting as a middle-man. If that is indeed the case, consider the following situation.
- You access a server without any proxy
- The server sends some cookies
- The cookies are saved on your computer
- You disconnects from the server and reconnects through the proxy
At this point wouldn't the server read the previous cookies and understand what your previous IP was? Now that the server has both IPs in its log, couldn't it tie this proxy and its real client to the same address in the future?
I must confess that my knowledge in the area is very poor. Except reading the online resources and general definitions, I have no way of knowing such specific details. It would be very helpful if you could provide an answer directly addressing the issue that I've mentioned (if there is one).