Everything you do, every day has some amount of personal data tied to it. Go to the DMV to renew your license? Data. Use a cell phone? Data. Purchase something? Data.
Unless you explicitly state otherwise (opt out) that data is for sale to a wide range of companies that specialize in data storage, analysis and publication.
Marketing firms then contact those data repository companies and request specific data sets based on the demographics they want to serve. They use that information to target advertising, either as a group or individually to get you to buy something.
I actually worked for one of these marketing firms, and the amount of specific data on any one person is mind boggling.
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