Hmm, did you clear your history in your IE (or whatever internet program you use), or possibly your temporary internet files? I don't really think that would cause it though.
All I know is that in HTML when you code links, you can give the link a color for something that hasn't been clicked and a different color for something that has been clicked. I can't assume that all the sites you go to just ditched that code! So, it probably is something internal to your machine.
Actually, I found something on a quick Google search. In a response to someone asking a similar question to yours, someone said that the person's internet history cache could have been too big! If you haven't ever cleared it out, you probably should! If you use IE, go to Tools->Internet Options, then under "Temporary Internet Files" click "Delete Files." These are just things that the computer stores to make loading time faster. It may take a long while for the task to complete if you've never done it before, so be patient.
Hope that helps!