Surfing the internet leaves traces of your activity in the form of cookies, the history as well as a browser cache. These browser data files should be erased if privacy is a concern.
Mozilla stores the saved files to the folder “Cache”, which you can find under the profile folder (%LOCALAPPDATA%\Mozilla\Firefox\Profiles\<profile name>\). You can safely erase that folder when Firefox is not running.
You will also need to erase the history file called places.sqlite, which can be found in the profile folder (%APPDATA%\Mozilla\Firefox\Profiles\<profile name>\). The cookie file may also reveal information so cookies.sqlite which is in the same place as the history file should be erased as well.
Only erase these files when Firefox is closed, otherwise you may corrupt your Firefox session and/or other files in your drive.