It's not that they care who they are tracking. Sure some of these companies take your name, or whatever details you give on email addresses etc but they don't really care about who you are, they care about what you look at. It helps them target advertising, it helps them target the sites you see in search results. It can be used to find out other details but in general the likes of Google and FB aren't hunting you down for your name and address, they want to know what ad to present you with next, or what site should be number 1 in or search results. But that doesn't mean other sites aren't more sinsiter. Porn sites, torrent sites, VPN sites are all capable of collecting more from your computer than Google and FB do, but again they generally aren't looking for your name and address they are looking to see your viewing habits.
Also don't forget that when you buy something from Amazon, or anywhere else your password and username might be somewhat protected, although not hard to get, but you've also keyed in your mailing address. At the same time you've searched Google maps for something in your area. Then you looked up cinema times at the local cinema. All that data is on your computer and trackers, especially dishonest ones, can use that information.
Even without that your IP is recorded and from that you are traceable down to your house address, or very close too it for someone with a little ability.
