I would recommend using the mode when you are dealing with sensitive information.
Having your browser set to always browse in incognito mode means you can’t view your download list, save any passwords from your frequently visited websites, and view your browser history, among others. Once everything has been changed, close, and restart Firefox to effect the changes. In firefox, for plain-text links in a document, you can also select the text, and then drag the highlighted text to the URL bar which will open a new tab with the link automagically For real links you can also drag the link together with CTRL key pressed, to open them in a new tab, and even duplicate an existing tab by dragging + CTRL key. You can select Never remember history as well from the drop-down menu, and you will always be in Incognito mode.
This will set the Firefox browser in private browsing forever.
If the purple cover exists, you are browsing in Private browsing mode. The Firefox web browser comes with a set of options to open links in new tabs or windows but no obvious ones to prevent that from happening.
If you want to know whether you are using Incognito Mode on Mozilla Firefox or not, just check the window you are using for a purple mask at the top.