A lot of that information is used for useful purposes. It's all anonymous, publicly available info, notice that it can't produce your name or phone number?
- Previously visted page. Helps prevent people from hotlinking images from your server. This is why you can't host your avatar on tripod.
- Browser version. Some servers (:cough: MSN! :cough

use this to deliver altered (possible broken) pages to your browser. Other uses include sending stripped versions of pages to older browsers (IE/NS 2.0-).
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IP. This is required for functionality online. Your ip is where the server (like AP) sends the information you request. Don't let popups scare you by showing your ip. Most dialup, DSL and Cable services change this regularly.
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ISP. By doing a whois on your ip, your ISP can be uncovered. This is especially useful for reporting spammers. This is similar to aksing what phone company manages a phone number.
- Plugins. This is used often to detect if you have Shockwave, Quicktime, etc. installed.