Analogies
Privacy: When I'm in my house I draw the blinds on my windows, and I can go into my shower, strip my clothes and shower naked, nobody can see what I'm doing except for me. My walls form a visual privacy barrier, the running water masks the sound of my humming and whistling. (Thermal imaging cameras can defeat this form of privacy).
Security: While I'm showering upstairs a delivery man comes to the door with a parcel, he rings the doorbell, and nobody answers, from this he infers that there isn't anyone inside, and he tries the door handle to open the door. It's locked with 2 deadbolts, so it doesn't open. There are no open windows, and the windows are all barred up with security bars. (Brute force or lock picking can defeat this form of security).
Anonymity: After finishing my shower, I open the front door and take the parcel in, and open the exterior, inside is a note with an address and some instructions, and another parcel. I put on a wig with a fake mustache and beard, sunglasses and a hoodie. I put on a black track suit and a motorcycle helmet, and go outside to my motorcycle and then I change the license plate to another stolen license plate belonging to another motorcycle owner that I stole earlier that day (borrowed). My motorcycle is the most common manufactured brand, model, and color averaged over the last 10 years. I proceed to drive at the speed limit to arrive at a house address mentioned in the note, to deliver the parcel that was placed at my front door by the delivery man. I place it at his front door in a special lock box, and then I drive home. Unless I was followed, hopefully the entire transaction was anonymous. (defeated by being tailed, traced, tracked, or by camera surveillance network).
Regular anonymity for most people, means walking out your front door with no face masking apparatus, jumping in your car (with your license plate), going to the store, buying milk, being on camera, paying with a credit card, and driving home. But nobody cares, since everyone needs food right? You are just one of many food eaters, not very unusual, so it goes unnoticed / unreported. (What most people think the internet is like...until you find out your were very wrong and uninformed about the danger...).