Firefox can prefetch websites that are linked on the site that you currently look at. If you don't want that, then you can open
in your browser and search for
and turn it to false.
If your firefox is closed, you can add the line
to $firefox-profile/prefs.js or $firefox-profile/user.js insteed.
Another feature that you might want to block is sending the referer. If you click on a link on website www.a.com that referes to website www.b.com with the referer feature enabled, then website www.b.com will know that you last visited website www.a.com. If you don't like that you can turn the option
to 0 in about:config or change the option in prefs.js or user.js accordingly.