We might chat about all sorts of random things, but many times there's something that happened before, let's call it event X, that leads us to talk about a certain topic, say topic Y (like when you mention a cool shirt a friend just bought).
Then, if they see an ad about that later, folks jump to the conclusion that "Facebook was listening" to their chat. But what's more likely is that this topic was already trending among people like you, and that's why it popped up in your ads.
So, it's not that talking about it made it appear in your ads. It's more about a common event that sparked your conversation about it and also made it show up in your ads.