Tracking
In short: Tracking is following users’ behaviour across sites or apps.
In more detail: Cookies, tracking pixels, browser fingerprinting, device IDs and login data are used.
In Depth
Purpose
Audience measurement, personalised advertising, fraud detection.
Law
In the EU tracking usually needs consent (GDPR, TDDDG). See GDPR.
Protection
Tracking protection in the browser, ad blockers, delete cookies; a VPN helps only to a limited extent (fingerprinting).
See also: Cookies, GDPR (DSGVO), Personal Data, Crawler