I think most people think Bitcoin is anonymous, even if they they use Tor... but they might be surprised how much information is transmitted without you even knowing it.

You should watch this recent video for more information on the topic... https://www.youtube.com/watch?v=gd5NZvsyAfw

These agencies have very skilled people and resources to identify you, if they really want to do it. Just keep everything legal and you would be fine.