The info listed there is just what pretty much every site you ever visit will collect.
But if you want to keep the government from knowing that you browsed healthcare.gov, you'll have to use some kind of proxy, or go use a computer at the library or something. Incognito mode, or private browsing on other browsers, only changes what your browser remembers, not what servers do.
Someone mentioned start page. If you trust them, and find a search term that turns up the page you want, and use the ixquick proxy link, then that's potentially an easy way to view the site through a proxy.
If you have a laptop, and reset your browser (clear cookies and everything else) before you leave home, then go to a Starbucks or someplace with wifi to browser healthcare.org, that would be nearly as good. Clearing cookies first means that the browser doesn't have any cookies that could identify you that the server could request. There's approximately zero chance of healthcare.gov doing that, but then there's approximately zero chance that they'd care that you browsed the site.
Note that your laptop (or an ipad, etc) has a unique identifier for the hardware itself. But allegedly there's no way for a server to request that identifier, or at least no way to do it without you knowing. In fact it's extremely unlikely that they can get that identifier via a browser but if they could then even proxies don't help you.
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