Tracking habits and preferences can even make individual people recognizable and identifiable. It is therefore not surprising that targeted advertising campaigns aimed at individual people (microtargeting) have been used by intelligence services to infect individual devices with malware.
But it is not only intelligence services that use advertising to track people. So-called data brokers sell large amounts of data collected about you from various apps and websites.
There are various ad and tracking blockers that you can try out at different levels. Network-wide solutions such as "eBlocker" and "Pi-hole" protect all devices in your home network. Apps such as "AdAway" specifically protect your entire smartphone and uBlock Origin is a plugin for the Firefox browser. The browser extensions "Ghostery" and "Privacy Badger" are also highly recommended.
Some of these plugins, such as uBlock Origin, work with curated block lists. This prevents websites from loading external trackers or advertising. Other plugins such as Privacy Badger work with behavioral analyses and automatically block suspicious providers on websites.