I did not say it is illegal, it was only a strong assumption. Think of the heavy flak that companies like Microsoft, Google or Facebook are getting for their use of personal data or even (allegedly) anonymous user data. Some sensitivity is probably in order.
I only know some german law, but I am not a lawyer. Usually, one would have to differentiate:
Users who log in, where you get a chance to have them click “yes” to your use of their data (“I agree that every little move I do on this site is tracked and stored with my user name and timestamp …”). That may be illegal by the “AGB-Gesetz” (for being an inappropriate customer disadvantage) or legal depending on the individual case (and the country), but look at the troubles Facebook & Co are having with “legal” practices. And in a company intranet, even the opt-in solution would be illegal in Germany without consent by the worker’s council.
Users who use your site anonymously - well, not applicable in your case. Anyway, it is disputed if even the logging of visitor IPs is legal (in Germany the dispute is between illegal and mandatory :-)))
By the way, how far does the term “my own” go in your question “Tracking my own users is illegal?”