http://zqktlwk5ilgohy63eyrptyb4mc76bunfmxcnstkmveyjnskxkpq3b5yd.onion/wiki/Anonymous_Communications
One particularly easy mistake to make that I have come close to making once or twice myself is to be discussing a topic on IRC, Usenet, etc, and then turn around and discuss it as another identity on another forum or mailinglist, to a degree of detail that it is clear to someone who is also on both forums that the two identities are the same.