Now, Say for example you open up a new browser and direct it to
www.Google.com
Congratulations, you are 100% on Google. Now, Google for all of its reach across the internet, on its own accord is not very interesting or even useful. The "use" of Google is its search engine (or potentially for its interconnected network of tentacles reaching into every aspect of web life like Gmail, YouTube, etc.) So in order to get any real use out of Google you must search for something. For sake of argument, the escapist.
[link]http://www.google.com/#q=escapist[/link]
Now as we see predominantly the search results are directing you to this very website. You are still on Google, however if you will notice there is a Google+ content box about recent posts mentioning South Park Stick of Truth. While still a Google site and a part of Google's network, that element on the page is not purely a part of Google. Rather it is Google Plus page.
[link]http://plus.google.com/+theescapist/posts/T79HXBaTABG[/link]
So while you directed your browser to Google, already before even selecting the first link in search results, your browser has already communicated and transmitted data from a website that is NOT (100% anyway) Google.com. This is the very beginning of where people fail to understand the way webpages display content.
Moving forward, Lets click on the escapist search result because you know the escapist is a "safe site" you go ahead and click
[link]http://www.escapistmagazine.com/[/link]
Now, you have been moved to the Escapist's page. However, it is now more complicated than the average user really understands. While you are on the escapists page, one of the noticeable things you will see is the line of social networking Icons near the top of the page. These icons direct users to connect to escapist related social media pages like twitch, YouTube, Facebook, Pin interest, etc. By clicking any of those icons it will redirect you to a page for its respective service.
Now this is where it is important. While these "links" thumbnails may be hosted by the escapist, ON the escapists servers, we understand from what was learned earlier that all the content on a page may not actually originate from that pages server. The way many webmasters will develop pages is to utilize widgets and other types of graphic elements from the source servers. So while it may or may not be that the face book thumbnail is actually being hosted on the escapist servers, it is also possible that it could be hosted on the other end and the page is simply displaying that content.
Now lets take the next step in illustrating not only the theory, but practical application of this. From the escapist main splash page, lets go to your profile.
[link]http://www.escapistmagazine.com/profiles/view/[/link]
Now we get to see this in action. If you are not currently a pub club sub (which this may apply to pub clubbers too, not 100%) Right now and as of late, there has been a new "box" displayed on the escapist profile home. The new "Lockerdome" contest element that effectively pushed all the content below it down, and has (at least currently)replaced the escapist "Shop" box. Now here it is in perfect practice. You are "on" the escapist. However part of the content you see displayed on your profile homepage is NOT on the escapist, and is rather hosted on this "locker dome website.
This is why it is so important to understand how this works and where the average user they do not make such a connection. To most people they make the incorrect assumption that if they are "on" a page, and they feel that content is "safe" that THEY are safe.
Another example of this. Solve Media that provides the advert captcha system. Every time that captcha pops up, that is the escapist using simple coded directions to display the content at its specified web address. So each time you see it, your browser has displayed what the escapist has directed the webpage to redirect in order to display. Each "solve media" captcha is your browser again connecting to a completely different website, specifically the server that provides the captcha service and in turn facilitates the advertising involved with it.
So yet again we take this another step further. Focusing on the Locker dome box on the escapist, Lets say you are interested in entering the contest. You click the needed link (which to register for locker dome, you need to connect first to either your twitter or Facebook, which is automatically a redirection to those respective sites) and open the locker dome contest page.
[link]http://lockerdome.com/6170038851878465/6405803196292890[/link]
Now, much as we saw when we transitioned from Google to the escapist, you quickly see boxes for both twitter and Facebook. Those ARE in fact widget type boxes from their respective pages, NOT locker dome. As you scroll down the contest page, eventually past the comments you will find "recommended feed" content. Now here is where you see this absolutely explode.
Right now you can see "feeds" for other Locker dome content, along with content that originated from other servers from all across the web. Reddit, Mashable, YouTube, MLB, NPR, MSN, Fox, and effectively all without end. So by simply clicking one link to take you to the contest page for Locker dome, you have in effect accessed dozens of different websites that the locker dome page has embedded as a part of the contest page. One click, potentially hundreds of different sites accessed with content downloaded by your browser in order to display what the page was coded to display.
This is effectively how website advertising works. A site will code commands for a page to display content from external sources that will advertise for their clients. It works as a seamless display embedded and built into a page, either directly or more subversively. Then by simply opening up a page with that embedded content, effectively to display it, the user has downloaded it so that the page can display it. Again, usually in the form of a widget that will redirect to the advertisers desired page. Even if you did not notice its presence, it has been downloaded into your machine effectively by simple and oblivious navigation. Does not matter if you click on it or even look at it., It is there.
So now that we fully understand how individual webpages work, and that the content on a webpage may or may not originate from the source pages server, it is understood that even when you visit what you think is a "safe" page, that page may very well have coded directions to display/redirect to much more questionable content.
While we understand this is how legitimate web advertising functions, it is also the exact same delivery method that is utilized by those with more nefarious intent. Some advertisers are not simply satisfied with trying to get you to look at their ads, they want to know what you look at, so they can mine such data to produce even more effective marketing. This is where things like Spyware/adware/malware come into play.
Even in its most benign form such as cookies these wares open the door for much more threatening potential. If by simply getting someone to click a link you can hypothetically get them to download something without their knowledge it then becomes possible for you to get them to download self extracting/installing software that they will likely not notice. This will range from "call home" nodes from advertisers who want reports on your browsing habits, all the way to script kids who make fake pages to appear like trusted pages in order to get active scripts installed into a browser that will call home details like keystrokes that were recorded when you were typing in your password for whatever site you might have visited, not the least of which to be concerned for is your personal banking site. Even now it still does not end there as those with the most ill of intent not only want to gain access to your personal information, but give themselves open windows so they can even remotely control your machine.
All this... from simply accessing a page you "trusted".
(Note: My apologies to "write it in crayon" something that many people fully understand. My experience has shown me so many times over that this is a thing that a surprising bulk of computer users are completely oblivious to. It is for their benefit and if all the computers I have resurrected are any indication it is a lesson sorely in need of being presented. If you get all this, do not take offense at it. Simply understand it was not written for your benefit but there are others who will benefit from it. =) )