Social networks are free to use or visit. But free often comes with a price. While you don't necessarily pay with coin, you do pay with personal or behavioral data.
Christian Schneider has analyzed user tracking performed by popular social networks - Facebook, Twitter, Google+, and Xing. In his article, he demonstrates how "All tested major social networking websites have the ability to collect and mine data of users visiting social button enabled webpages".
"Tell me something I don't know"
Christian studied cookie use associated with trending, popularity, and sharing buttons by social networks (Like, Tweet, +1). His findings? Social networks are able to track your surfing behavior when you are logged in and after you've logged out. Surprised a little? Christian also finds that even users who do not have an account at social networks can be tracked if they've visited a social network page. More surprised? Christian says, "All tested tracking capabilities do not require the user to actually click on the social button - just viewing a webpage with such a button is sufficient to trigger the request."
All social networks Christian tested use a persistent (two year) cookie that is valid for the entire domain (any page at facebook.com, twitter.com, facebook.com...). At the very least, this allows these social networks to collect all the URLs you visit.
It may seem like I've read you the last page of a murder mystery and you shouldn't bother to read the book. That would be a mistake. Christian discusses how tracking is done, including HTTP code snippets, in a clear and informative manner. He also discusses issues associated with manage these cookies. His attention to detail and deliberate style make reading Tracking performed by social networks worthwhile even for folks who don't understand code.