1) Install https://www.eff.org/privacybadger to prevent trackers from being loaded
2) Install https://addons.mozilla.org/en-US/firefox/addon/cookie-autode... to delete any cookies you might have accepted after a week time or so, which prevents the infinite gobbling-up of your data after innocently accepting a cookie once
3) Install the Google, Facebook, Twitter and Amazon containers to "separate" your browsing with these sites from the rest of your browsing. Links: https://addons.mozilla.org/en-US/firefox/addon/facebook-cont... https://addons.mozilla.org/en-US/firefox/addon/twitter-conta... https://addons.mozilla.org/en-US/firefox/addon/google-contai... https://addons.mozilla.org/en-US/firefox/addon/amazon-contai...
Also, if you are creeped out by this, just imagine the amount of data Google has on you. I'm convinced they have way more, just by virtue of every website having Google Analytics installed.