Great response, however I want to add some things to this.
When you use a Private session option, nothing posted to Facebook, Spotify Social and Last.fm. ;)
Hey there folks,
Thanks for reaching out here in the Community about this.
If you'd like your activity to not be displayed there, you can switch on Private Listening. There's more info on how to do this on your device here.
Keep in mind that a Private Session ends automatically when you restart Spotify, or after a long period of inactivity.
Further, anything you listen to in a Private Session may not influence your music recommendations, for example your Discover Weekly.
Hope this helps clarify things! If there's anything else we can help with, just give us a shout and we'll be happy to lend a hand.
Have a lovely day :)