Until now, to know whether you are using an InPrivate window on Edge, there will be a small icon next to the address bar. In order to make it easier for users to differentiate regular windows from InPrivate windows, Microsoft has made an small UI change. In the latest Edge Canary build which was released today, Microsoft has added ‘InPrivate’ text next to the InPrivate icon.
It is important to note that Google Chrome browser made a similar change a few months back.
via: Reddit