Some websites keep track of your browsing activities as you use the website, which enables them to tailor what they present to you. You can have Safari ask websites—and others who provide those sites with content, including advertisers—not to track you.
With this option turned on, each time Safari loads content from a website, Safari adds a request not to track you, but it’s up to the website to honor this request.
Choose Safari > Preferences, click Privacy, then select “Ask websites not to track me.”