Private browsing windows (sometimes called Incognito Windows) allow you to visit web pages without referring to your browser's saved cache and cookies, and without allowing the websites to leave cache and cookies on your computer.
If you're having trouble with a web page in your regular browsing windows, this is one way to see if the problem is because of your cache and cookies. If this solves the problem you were experiencing, clear your browser's cache and cookies to resolve the original issues.