June 20th 2020: People have known there is something wrong with Web 2.0 for a while now. For years now people have been pointing out the various problems not just with privacy and security but overall bloat. Here is a 5 year old (humorous) talk on the subject.
As Maciej Ceglowski discusses here and elsewhere, a large part of the issue is ads. Not advertising per se but the way they are delivered and the way trackers follow one around the interweb.
What to do about such egregious invasive stalking spamvertising? Cut it off at the source before it even arrives on your screen...
How? Well, one thing you can do is configure you etc/hosts file to outlaw a whole load of adspam and tracker pages. This is fairly easily done. The lists to block are available here.
If you use Windows go to Windows32/etc/hosts and copy and paste the list above into it (you will have to run as root/administrator to edit this file). This blocks access to the sites. It's a long list - it took a long time to compile (and thus demonstrates the extent of the problem). When you have done it your hosts file will look something like this screenshot... Can be done in Linux eg 'sudo nano /etc/hosts' and paste the list there. For Mac users www.tomsguide.com/how-to/how-to-edit-the-host-file-on-mac