Privacy is important. I don’t want to know who you are unless you want me to. I don’t gather personal information, and if I did I sure wouldn’t sell it to anyone. Spam sucks.
But the WordPress engine does create cookies if you have an account on my blog, or if you leave comments a cookie is created on your machine storing the values of the comment fields so you don’t have to type them next time. I think. I just went and read the WordPress cookie documentation, but that hardly makes me an expert.
If you don’t like cookie tracking you can turn off cookies, but that generally breaks all kinds of things, or you can delete all your cookies when you close your web browser. I don’t think there is a lot you can do about web beacons though.