We track anonymous accounts through the browser session. You can play many games all with the same account, and you'll have a dashboard where you can flip between games just like registered accounts. We don't track your record, though.
However, if you close your browser (eliminating your session), your account becomes a dead end.
You couldn't just use the same URL because it will be a new session, and thus create a new account, which won't be the same account as the existing one (and thus, won't be able to make moves as the original account).
So, you'll be able to play games, but we won't be able to keep track of your games over different devices (specifically, different sessions).