Has an advert ever followed you around the Web? If so, its likely because you did not have the "Do Not Track" feature enabled on your browser. The industry-wide standard for whether "Do Not Track" should be enabled by default is set by the World Wide Web Consortium (W3C) and has changed several times over the past few years, with a large consortium of companies, including Apple, Google and Mozilla, choosing to leave "Do Not Track" off by default.
In a blog post, Brendon Lynch, Microsoft's Chief Privacy Officer, explains that future Web browsers from Microsoft will have "Do Not Track" off by default, allowing advertisers the ability to track where the user has been on the Web. The latest draft from the W3C states that enabling "Do Not Track" should be a "deliberate choice by the user" and "[i]n the absence of user choice, there is no tracking preference expressed."
Microsoft says that it will provide "clear information" on how to re-enable the feature in future browsers, the next of which will likely be Project "Spartan" which is currently being previewed in early builds of Windows 10.