You should strongly consider entering a username in Join above. This will allow the site to keep track of who changed what page. The username will show up in the RecentChanges page. Also, you will have many member-only feature therefore; see SiteFeature.

The username is not saved in a cookie, so it should be OK once you are done with your session and close the browser.

By default wiki requires that you create a page about yourself prior to setting your username. So if your name is Eddy Merckz, you should create a page called EddyMerckz, and describe yourself a bit. Then you can click the Join and set your ID and password there. You can identify yourself to this site by clicking the Members, which would ask you about your ID and password.