Who's listening?

We sometimes joke - and certainly it is the stuff of memes - that our electronic devices are listening to us - or watching us.  Sooz was telling me the other day that she had been watching videos on families with Tourettes Syndrome.  I'm not sure where she found them but she doesn't have any trouble finding them now because they keep coming up on her Facebook page.  I'm still getting videos and ads about MDC Caravans - I had looked at some of the videos from their site and now they're just not going away.  Most folk have a story about how Siri or Alexa or Cortana "eavesdrop" on their Google searches and they start getting related content soon after.  I can understand that ... what I don't understand is how they can pick up cues from conversations you've had with someone when you're not actually searching on the internet.