If you go to the History section of the Firefox settings and change the drop-down menu to Use custom settings for history, that will give you access to the Always use Private Browsing mode option.

However, I think that maybe you are misunderstanding what Private Browsing actually does. It doesn't necessarily stop other websites from tracking you, it basically just allows you to browse the internet without saving your history. All your session data is erased when you close Firefox. It does tighten the Content Blocking settings a little.

However, I think that maybe you are looking for the Multi-Account Containers feature (or Facebook Container specifically for Facebook). That would stop websites in one container from tracking the websites that are open in other containers.

Thank you for the suggestions. I did as you suggested and confirmed that Always use Private Browsing mode is active. When I open Firefox or click open new Private Window there is no mask indicating that it is in private mode. There should be, right?

Facebook Container is a good idea, but I'd like to get private mode working if possible. Thanks.

When you use "Always use Private Browsing mode" then you won't get the mask and the is only "New Private Window" present in the File menu and "New Window" is missing.

Thank you. So I shouldn't expect the mask when Always use Private Browsing mode is enabled. How does one verify it is working?

I do still see the option for New Private Window.

You won't see the purple mask when "Always use Private Browsing mode" is enabled. All new windows you open are Private Browsing mode windows, so you still see New Private Window, but you do not see "New Window" that would open a regular window in non Private Browsing mode.

Thank you, but I see both New Private Window and New Window. I attached a screenshot.

I seriously wonder if this is working. When I don't have Always Use Private Browsing mode checked and click on New Private Window I don't see the mask either.

What would be great, is something like Firefox Focus, but for the desktop.

You can tell if it's working by closing the browser after visiting a site, then opening it again and seeing if there is any data saved.

Note that private browsing mode only really protects your privacy from other people on your local machine, not from the websites you are visiting. If you want to protect yourself from tracking by those websites, I'd suggest you use something like https://addons.mozilla.org/firefox/addon/temporary-containers/ combined with Enhanced Tracking Protection in Firefox for desktop

Both new window items in the "3-bar" Firefox menu button drop-down list open a new private window. The File menu only shows the New Private Window item and hides "New Window", but the "3-bar" Firefox menu button drop-down list doesn't appear to hide the "New Window" item.

As posted above, PB mode only disables storing session data in the profile folder. For websites there is not much difference apart from local storage (indexedDB) not working, so website that rely on this feature do not work and may complain or simply fail.

Thank you @cor-el, @Tyler Downer, and @Wesley Branton. In addition to the changes you suggested, I found an extension that will change the theme when in private mode to make it more obvious. Marking this as solved.

Another method is to visit https://www.washingtonpost.com/ and try to read an article. ;-)

I get that on my phone using Firefox Focus. I just leave. If enough people do that they will get the message (hopefully).