I always enjoy a decent article from the EFF https://www.eff.org/wp/behind-the-one-way-mirror
Trackers are hiding in nearly every corner of today’s Internet, which is to say nearly every corner of modern life. The average web page shares data with dozens of third-parties. The average mobile app does the same, and many apps collect highly sensitive information like location and call records even when they’re not in use.
This paper will focus on corporate “third-party” tracking: the collection of personal information by companies that users don’t intend to interact with. It will shed light on the technical methods and business practices behind third-party tracking. For journalists, policy makers, and concerned consumers, we hope this paper will demystify the fundamentals of third-party tracking, explain the scope of the problem, and suggest ways for users and legislation to fight back against the status quo.
Put simply its a "wild west" situation on the internet as far as your personal privacy is concerned, from gathering cookies from your machine illicitly to placing tracking materials on your machine to identify you from one site to the next, the battle is always raging and nothing much can be trusted, welcome to the internet