How do websites collect data from their users?
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The simplest answer is you enter your information in a form to receive the service. This is the very old school way though.
Marketing companies (which includes Big Tech like Google and Facebook) figured out if they spy on some of the users, they can convince them to buy stuff. At least that’s the premise.
The crux of tracking users is Information Theory. Basically they combine little bits of information to uniquely identify users. Having two different options for a feature enabled in the user’s browser give one “bit” of an information. Another option may give two bits which creates 4 different possibilities. If you collect enough unique bits, you will end up with a unique set of values to single out a user. After that the marketing companies either group these unique users under the interest categories, or worse they find specific patterns of their behavior (e.g. overweight and listening depressive songs, maybe show more junk food ads or even magic drugs) and show ads for it.
The old style web is limited in the communication interface it offers. So when you request a web page your browser sends some information about what file formats it supports and the language. It also sends an identity field about itself. These information combined with the IP and maybe the previous connections, it could identify a user uniquely.
However, the quest of providing even more features in the browser ended up with browsers that expose a lot more about the user. At the very basic level comes styling. A website can use many images and fonts. The way you write those styles can be conditional. So a developer can say, if the user has this many pixels in their display load this image otherwise load this image. It looks like a harmless very useful feature but in the end it provides information which is the most important part. It will go into the bucket of other bits of information collected.
The worst part comes with the ability of program browsers. At the start of 21st century, the website owners and browser developers (like Netscape and Microsoft), wanted to do stuff without reloading pages like change how the elements looked, show messages, arrange things etc. They also created ways to send smaller requests without complete page reloads. Every time you upvote something you use that feature. With this programmability a developer can track all of the activities of the user: they can collect more information about the user’s system, they can log key presses and mouse movements, detect whether they are interacting with the page and so on. Basically everything you do on a website creates information.
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