It does not merely apply to the Internet but to financial, medical, preferences, and buying data.
Most people gladly present a special card at a grocery checkout counter.
It rewards them with automatic discounts, while helping the store to control inventory. However, this data can also be used to build profiles on individuals. Large marketing organizations will pay handsomely for these data nuggets where they become part of their information trove. There, this freely given data is indexed against a social security number. A friend involved in the technical aspect of this game assures me that I would be horrified to find out how much data gets accumulated for each individual.