For me, the single most disturbing is when I see ads based on casual conversations my phone happened to pick up. Such as mentioning a piece of software I used to use a decade ago, and seeing ads for that software daily for a week after. Another, is the first time I saw a calendar reminder to "leave for the airport" not that I set such a reminder, but gmail had received the receipt for my airline tickets. The most dis…
The conclusion we drew was much more nefarious than "the machines are listening". It's that you, personally, are a very basic machine of patterns and habit. You took as input some signal that you were not concious of which STIMULATED you to talk about XYZ. That same signal was in your environment. It stimulated others who match your demographic profile. They made explicit search engine queries for it. Since you are almost exactly the same person as the people in your environment, you are a high-value user account to target that same ad to since the likelihood that it would be in your unconscious mind and thus trigger a buy-signal when you see the ad is higher.
TLDR, you are not special. You are a meat computer consuming the same environmental input data as everyone you know. You are almost the same in your behavior and desires as your peers. If this wasn't true, ad targeting would not be worth a bazillion dollars.