As the Internet becomes more deeply embedded into our lives, it is important to reach the old adage "there is no such thing as a free lunch". Although many websites are provided for free (i.e., they don't charge you money for access to their content), it doesn't mean that they are not collecting something of value from their users. Generally, they are collecting data about their user's and selling that data to advertisers on their sites.
As people become more concerned about their privacy, it is essential to recall that this grand bargain underlies much of the free Internet. Without this grand bargain, the Internet probably would not have evolved as it has.