Hi Pritha, you can use this code snippet to open Firefox window in Incognito (private) mode using Selenium Webdriver:
        System.setProperty("webdriver.gecko.driver","C:\\Users\\Abha_Rathour\\Downloads\\ExtractedFiles\\geckodriver-v0.24.0-win64\\geckodriver.exe" ); 
DesiredCapabilities capabilities = DesiredCapabilities.firefox(); 
        capabilities.setCapability("browser.privatebrowsing.autostart", true); 
        WebDriver driver= new FirefoxDriver(capabilities); 
        driver.navigate().to("https://www.google.com");