Don't know how many here are still using Firefox (all the cool kids drink and use Chrome) but for those who
do, there's an interesting plugin called
Collusion. It's a tracker of trackers. It's not perfect and still in development but the general idea is to give you a visual idea of how websites can interact with data they have on you and potentially share this info. To give you an example, I used a sterile session and visited only thegamecreators.com and this is what Collusion came up with:

The dots represent other sites and the lines indicate how they link together. See the key on the map for more.
Wanna have fun? Just look it up and install it in your plugins manager in firefox, visit a few major websites and then click the Collusion icon in the bottom right (below the scroll-bar). This is meant as purely educational btw, I'm not trying to start a tinfoil hat trend.