Because it's created by Google, Chrome security and Chrome privacy are important features. Learn all about them here.
For added privacy, Chrome also offers incognito mode, which allows you to browse without recording your history or storing cookies. This is a great way to keep your browsing history secret when planning a party or buying a gift for someone who shares your computer.
Browsing in incognito mode does not make Chrome more secure; it only stops Chrome from saving history and cookies for that session. Don't use an incognito window to view any websites you wouldn't feel safe viewing in a regular Chrome window.