Or by just pressing Ctrl + Shift + N.
First, edit Chromium.desktop which is located here /usr/share/applications/chromium.desktop. I"m using nano here, so the command will be :
sudo nano /usr/share/applications/chromium.desktop
In this code : Exec=chromium %U add --incognito, so It will be Exec=chromium --incognito %U
Now when you open Chromium, It will open in incognito mode.