Opera is not supposed to be anonymizing. Your ISP may have no idea who you're talking to, but the site you're talking to still knows who you are - and anyone between Opera's server and the site could see as well, if it is not a secure site.
Which is to say, if you're in a country that limits access to certain sites then Opera may allow you to get around that (if Opera doesn't have a server in your country, as they do for China). But if a website prevents access from or limits access to certain regions they should be able to tell if you're in one of those regions.