Amazon, Walgreens, eBay, and Netflix—you know these companies. And if you’ve done business with them, or visited their websites, they know you, too. Not everything, of course—that would be creepy. But they probably know more than you think; they probably placed you in a category or two; and they probably know you watch spy thrillers on the weekends and order four pairs of shoes for your kids to try on, but that you usually keep just one. Even though it seems....