Signing up to play games with a web game site...
The ones that when you logged in you had to give some sort of e-mail address. These ones are very sneaky; now that they know your e-mail address they let you play the game all the while popping up a question now and then ads to see if you will click them. If there is a chat or free e-mail they will monitor your conversations as well. All of this is just to see what Spam would be best suited to your interests.
Because you used the browser to get there they already know what part of the world you came from by your IP address. They know your operating system, what browser you are using, your computers name and sometimes your CPU's serial number (hmmm...you can see that serial number one having potential!)
Bottom line ..... don't play any game sites that need to know your e-mail address or ask too many questions.