There's a scene in Minority Report where Tom Cruise goes into a store and a facial scanner identifies him as he walks in. It proceeds to ask him (by name) about his prior purchases, and pitch him on new things he should buy. When the movie was released, I remember people in the theater laughing at the absurdity of it.
When you visit a webpage this future is now, and it's worse than you think. Instead of scanning your face, the webpage looks to see whether a "cookie" has been set. If the website is part of the same ad network (many use more than one, some use dozens), then it recognizes the cookie and can use it to keep track of your behavior. This can be as simple as keeping track of whether you told the website to always keep you signed in, all the way to matching you up with a database in the cloud that knows a disturbing amount about who you are as a human being.
Privacy concerns aside, there's a much bigger problem with this. All of those tracking scripts slow down your web browsing experience, and also use a lot more data. How much, exactly? Well, thanks to the new GDPR regulations we're getting a much better idea.
GDPR is the new set of European regulations intended to restore some level of privacy to online activity (for Europeans, anyway). This is why you've suddenly started getting a flood of emails from websites reminding you that, gee golly, they'd never do anything questionable with your data, so just agree to those cookies when you visit them and you'll be fine.
USA Today opted to create an entirely different website for their European customers, one that doesn't track them at all. Marcel Freinbichler did a comparison, and found that preventing those tracking scripts from running reduced the amount of data needed to load the webpage from 5.2 megabytes to 500 kilobytes. Even more shocking is that the load time for the page dropped from 45 seconds to 3 seconds!
Most websites, however, don't give you that option. That's where a good ad blocker comes in. Not only will it prevent advertisements from loading on a webpage, it will prevent many of those nefarious tracking scripts from loading, too. You get the benefit of reduced bandwidth usage as well as faster load times. This is particularly useful on the iPhone where most people have limited data plans—you can easily decrease your bandwidth usage by half or more by simply enabling a good ad blocker on your phone.
There are some caveats, though: some websites, particularly online catalogs, may not load properly with an ad blocker enabled. Others will simply refuse to show you any content at all until you disable it. That's why most ad blockers give you an easy way to disable the blocker, either temporarily or always for a specific website.
The ad blocker I like for the Mac is called uBlock Origin. You can download it for Safari from here: https://safari-extensions.apple.com/details/?id=com.el1t.uBlock-3NU33NW2M3
For iOS, I really like AdBlock. It's $2, and worth every penny: https://itunes.apple.com/us/app/adblock/id691121579?mt=8
Give one or both of them a try and see if your online experience isn't magically improved.