I'm curious to know if it's possible to block those domains which collect my "data". As in, these days it is becoming more and more common i speak something and

I'm curious to know if it's possible to block those domains which collect my "data". As in, these days it is becoming more and more common i speak something and I see ads a couple of hours. I turned off all microphones but apparently that doesn't help. It'd be good to block these data collection requests.