The most common story i have heard from non-tech people about how they experience tracking is that Facebook (et al) must be listening to their (spoken) conversations. Say they talk about visiting a relative in another city, and they immediately start getting hotel and flight recommendations on their phone.
It always freaks them out when i run through all the ways this might have occurred, without voice recognition. Yes, they did a search, but on their work computer, yes they mentioned it in a pm, yes they put the dates into their calendar, yes they went to get a wrote from a travel agent. But these things are not connected are they?
Edit: They all understand the scale, they see the cause and effect, they just don't understand the how.