With Mastodon v4.4.0 instance owners can enable HTTP referrers. That means:

If somebody clicks a link in a Mastodon post (e.g. to a news article), the link target owner (such as the news site operator) can see that a user from that instance has visited their website.

They do _only_ get the instance domain (e.g. metalhead.club). No information about the user!

I've enabled this setting, because I am sure that it will increase awareness of Mastodon's existence. πŸ’ͺ

Edit: (in previous versions, Mastodon did not send referrer-Headers)

Screenshot shows setting for enabling the referrer.
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If you have a fediverse account, you can quote this note from your own instance. Search https://metalhead.club/users/thomas/statuses/114818655947733518 on your instance and quote it. (Note that quoting is not supported in Mastodon.)