The web knows who you are. It knows what which sites you like, what you search for and where you spend your time. By collating these and other bits of data, it's not hard to figure out quite a bit about you.
If that makes you nervous, you need to learn how to get rid of cookies and browse privately, without leaving a digital fingerprint everywhere you go.
Cookies are like digital leeches that websites inject into your web browser to collect and remember data. In some cases, cookies are quite benign and simple. In fact, cookies are what websites use to remember that you're logged into a particular site. But some cookies are less benign, tracking everything you search for and sending that data back to a central server.
Ostensibly such data is anonymized, but as several sets of leaked data have demonstrated: despite the anonymizing it is often easy to match users back to their data. Grat tool for clean cookes is Ccleaner is free and works very good. http://www.ccleaner.com/