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I am just wondering how the new addresses are anonymous in Ethereum. Suppose that I have a wallet A including many addresses on it. Then I have a new wallet, say wallet B, and opening new address on it. But the first ether to this new address will come from one of the old addresses in wallet A. Is it possible to identify that this new address and old addresses are belong to same person?

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According to https://github.com/ethereumbook/ethereumbook, this is the flow:

Seed phrase -> Wallet -> Different addresses/accounts (private-public key-pairs)

Therefore, If you have wallet A and B (different seed phrases), there is not a reliable way of identifying that your new address and old addresses belong to the same entity or are, in any way, related. Give it a read to Andreas Antonopoulos' book... it's worth.

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    Even for addresses derived from the same seed, it is impossible to find out any relationship. – Mikhail Vladimirov Jan 20 at 10:57

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