Well it can be way worse than just a simple IP. When you ask for a picture your browser send a bunch of infos about you that can be dangerous because it gives a footprint.
If you want to see that go to that page ( hosted by EFF) it shows you how it can be used to fingerprint you:
Also there are other attacks that can be used to go even further using for example browser cache. The browser cache has a field that can be set by the server and generally is the date for the expiration of content you are asking. But... when first designed it accepts a random string, so for example an UUID... This cache cannot be cleaned with normal procedures and you are tagged without your consent.
Other techniques can be used with Flash and cookie revival has been actively performed by companies like Quantcast. (look it up on the net)
So... what Mr. Stallman has said is true to an extent that only few people know and that's a pretty big deal.