Each time your computer makes a connection to a server on the internet, you tell the remote server, as well as your ISP and every router in between, your IP address. If you’re using the interent on your phone you might be disclosing the IP of your 3G or 4G connection, or the IP of the wifi network you’re connected to.

If your phone checks for new emails or tweets every couple minutes, or keeps up a consistent connection to your instant messenger server, any of those services is almost definitely logging a history of your IP addresses.

This IP address data could be used to figure out your physical location over time. This is the information that New York City subpoenaed Twitter for, to get the private messages and IP addresses (read: location data) of Occupy protester Malcolm Harris.

If you use an Android phone, you don’t need to share your IP address with those service providers anymore...

Read full article with detailed instructions on anonymizing web traffic on your android phone:
https://micahflee.com/2013/02/mobile-location-anonymity-proxying-twitter-im-and-email-through-tor-on-android/