Ctrl+Shift+N every time, you can always run Chrome in “Incognito” mode by default.

Right-click on the Chrome shortcut, then left-click on “Properties”.

Then Find the “Shortcut” tab, there will be a special field containing the following line:

C:\Program Files (x86)\Google\Chrome\Application\chrome.exe

Next, Add “-incognito” at the end of the line to make it look like this:

C:\Program Files (x86)\Google\Chrome\Application\chrome.exe” -incognito

Finally, Click on “Save”.

Now, every time you start the browser, you automatically enter the "Incognito" mode.

Source: AndroidWedakarayo