The official Firefox blog post also includes instructions on how existing Firefox users can enable this protection, as Bloomberg's choice of phrasing "new downloads" is inaccurate.

https://news.ycombinator.com/item?id=20095039

EDIT: The option enabled for new users today is "Block third-party trackers". There is an older option that many previously enabled, "Block all third-party cookies" that, as noted below, will break many Internet sites (such as single-sign on). Keep an eye out for this when checking your existing profiles.