This is exactly what’s happening when something you’ve shopped online for – and especially if you didn’t make a purchase – keeps popping up on every website you visit. It’s the Internet asking “Are you SURE you don’t want to purchase those boots?”
How does the Internet know that you wanted BOOTS?? You told it.
Retargeting “is a form of online targeted advertising by which online advertising is targeted to consumers based on their previous Internet actions.” – Wikipedia
You checked out boots, maybe spent some time on that page comparing colors, sizes, reviews. By going to their website, you identified yourself as a qualified customer, one who is interested in their product and ready to buy, shortening their sales process. The online store noticed and deposited “cookies” [small bits of code] on your browser that told the Internet you’re in the market for these boots. Rather than post their ads to everyone, the boot company can instead target their efforts to a self-selected customer base [you], encouraging you with special offers and other shopping incentives.
Once you get past the “stalker” aspect of this marketing tactic you can see the genius.