The problem is that some companies have figured out how to share their cookies with other websites. This means that if you are visiting a site that offers cat toys may sell access to their cookies to a site that sells pet food. The New website knows that you have a cat and will put cat food in front of the list of things they will try to sell you. Now here is where things go bad. Now think about if that site that does the advertising does other ads than cat food. They start to build a profile of all the websites where they host ads. Now they can figure out what hobbies you have, How often you visit cooking websites etc.