Yeah, it's so much more than most people realize. It's not just visiting websites with tracking pixels either. Like, companies you use will upload your data to facebook. They will take their pool of emails or members of their customer programs and send to facebook to be able to target you. Thus giving facebook more information about you.
When I visit facebooks https://www.facebook.com/off_facebook_activity I see that lots of places have shared my information with facebook..