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These days, if you're browsing across multiple websites, your Internet trail is being bundled and traded by data-mining companies. But what exactly is being collected, and how will it be used?

If you see a Web ad on your Facebook page for a product you're interested in, it's no strange coincidence. Simply navigating to various sites from your desktop, mobile and tablet device leaves a trail of data in your wake that sites are then analyzing and sending to marketers for targeting purposes. This is done through cookie tracking.

Read MoreAttention shoppers: You are being tracked

Amazon was one of the pioneers in cookie tracking—a technology that's increased significantly over the past few years—but what you may not realize is that it's easy to turn these trackers off.

It may ease your mind to know that while Twitter, Facebook, Pinterest and the like are profiting by selling your data to third parties, it is rare that your real personal information (like your name) is being used in this collection, and most times this data is worth close to nothing.