Since the early days of the Internet, major companies and even minor ones have been watching you. You can't really blame them; they need to do it as it helps to sell targeted advertisements and monetize the content you're oftentimes getting for free. They watch what sites you come in from, how long you stay on their site and what pages you visit during your stay. They monitor your scroll depth on individual posts (how far into the content you make it before fleeing to another page) and read any comments you might leave. Much of this is done with the help of HTTP cookies, a little packet of information that saves user preferences and anything else that can be written as text.
Like Facebook, cookies have drawn some serious ire from privacy proponents. But, like Facebook, there are some actions that those concerned enough can take to protect themselves. You can log in to your account on the social network and change preferences to keep the most private of information out of the hands of those that search for you. And you can tweak the settings, which, in the case of Facebook almost always default to be the most open and transparent, so that third-party applications are unable to scrape your data. With cookies, your control is more absolute: You can just delete them. Every browser makes it pretty simple, no more than a few clicks.