It's not paranoia if they really are watching you.
Yesterday I bought this plumbing part at Lowe's. I did not search for it online, watch a YouTube video or in any way disclose online that I had a need related to plumbing repair. It's a $7 part and I knew exactly what I needed. Yet this morning I found this ad on my Facebook wall. It's either a really weird coincidence, or Amazon, Facebook, and/or an ad network knows what I bought at Lowe's yesterday.
Can we take some solace in the fact that the best they can do with this data is try to sell me the same thing again?