HTTP Protocol Intro
HTTP originally had two parts, a Single Request and a Single Response. With the request information the client had the capability to send additional information that would be useful when processing the request. For example, as browsers started to diverge on HTML support, the variable User-Agent: started to be sent to web server with a request. This allowed a web server to try and send content more useful for that type of user.
This lead to privacy problems as well, when browsers got over ambitious. Browsers started to send email addresses and other information just to be helpful.