[apillar]

They get the IP address and use it to identify the person responsible. Even behind a proxy, they can still track you down. See: Kernell, David.M

What if you were using a public Wi-Fi connection, (like the free Wi-Fi at coffee shops and malls) or your neighbors unsecured Wi-Fi connection?

[E. Pluribus Unum]

They now the MAC address of your computer/cell phone. You can change it in your software, but not many people do.