Apple are doing all they can within the realms of iOS / IPadOS and MacOS to stop cookies and tracking of your data. 

Adverts have become more and more targeted to the user, built from gigabytes upon gigabytes of data complied together to become your digital profile/fingerprint… the adverts which follow you around the internet and stalk you, or the magical ones which know what you’re thinking about and appear(or listening to your conversations)

The tracking cookies and data is big business for the data mining companies, and whilst you’re at home using the internet and if you value your data and privacy can do something about this by running PiHole within your home network.
PiHole is a lightweight program/service capable of running on a Raspberry Pi zero which then becomes your DNS server.

DNS (Domain Name System) server is a server which marries up the web address to the server’s external IP address the website is hosted on. 

When an advert loads on the page, it calls out to a DNS server to retrieve the advert the algorithms wish to display to you, from the many different services out there. What Pi Hole does is stop this traffic and sends the request in to a black hole, fooling the website or in app advert in to thinking there is no reply and no advert is displayed.

What this then does is stop tracking and cookies collecting data, and speeds up page loading times and lowers internet usage.  

Within you home network and depending on the router and devices, you can either point to whole ‘network’ directly at the PiHole via the DNS settings in the router, not all routers will allow this to be changed, in that case you point the individual devices at the PiHole