If you've ever wondered why some Wi-Fi is free (like in hotels), it's because typically data about your browsing is sold to countless ad companies that will happily buy it. Had to use the hotel WiFi recently on a trip, and after clicking "agree" to their terms of service, the Little Snitch firewall on my Mac went bonkers. I must have denied 20-30 outbound requests to advertising networks. It still worked, though, so I'm guessing I didn't manage to block all of it.