This information is contained in the header of every request you make to a web server.
Generally speaking, every time you browse to a page this information is sent to the server in plain text (unless the server uses https)
This information (and more) will be stored on each web server you visit in a form like this log sample (from our own server)
When combined with cookies, every visit you make, even many days or months later, can be grouped together to gather a profile on your browsing activities...

hostnagafix.co.uk
accept-encodinggzip
cf-ipcountryUS
x-forwarded-for54.166.188.64, 162.158.78.123
cf-ray3c3063ad339c9586-IAD
x-forwarded-protohttp
cf-visitor{"scheme":"http"}
user-agentCCBot/2.0 (http://commoncrawl.org/faq/)
accepttext/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8
cf-connecting-ip54.166.188.64
x-forwarded-hostnagafix.co.uk
x-forwarded-servernagafix.co.uk
connectionKeep-Alive

This information is used by the web server along with the networking information