I tried and doing so breaks pretty much every website. Because it’s not only the tracking stuff that makes use of JavaScript and third-party cookies.
Tl;dr He was trying to sound helpful while telling you to go fuck yourself.
The reality is that you have a choice: use the Internet and have some tracking happen, or don't use it at all. Even the GDPR doesn't stop tracking - it just requires better disclosure of it and mandates certain handling procedures for the data that is collected on the backend.
If you just have a dislike for certain websites tracking you, you can use the Windows (or other) firewall to block specific domains as I stated above.
(I am not talking about criminals here, they wont care)
Effectively this means that if user doesnt want to be tracked you wont track it. And that you cant load facebook button on your page if you dont get consent (or you are liable for lawsuit, by user and, the more interesting part, by facebook as you are providing them with illegal data.
Please read this, you are taking GDPR much too shallow... it is not and quite a few companies will have problems as they were too lazy to read the GDPR but were rather relying on messed up opinions on the internet.