Let's expand on this warning a bit. IP address (from which rough location can generally be deduced) is not the only piece of information websites you visit can track. What are some of the others?
For this thread, we'll focus on the tracking technology used by usareally(dot)com. Looking at the HTML source code for the articles, the site uses Yandex Metrica. There are other analytics services available with similar capabilities. 
We created a website and signed up for Yandex Metrica (it's free and all you need is an email address). Hooking the site up was relatively easy; all it involves is copy/pasting a chunk of code similar to the one in the previous slide into one's own site's HTML.
Geolocation is one obvious use case for tracking. This is generally derived from IP address. Testing it via a couple of proxies in various countries produced the expected results.
Yandex Metrica tracks and provides reports on a wide variety of attributes of visitors to tracked sites - everything from technological aspects such as browser/device/OS to demographic details and interests inferred from the user's browsing habits.
One of the most interesting features provided is something called "Session Replay". This aggregates a user's interactions with the site (mouse clicks, typing, scrolling) and reconstructs a video of the user's visit from that data. Let's give it a whirl.
Here's a replay of a visit to our test website via Yandex Metrica's "Session Replay" feature. This should provide a good idea of the level of detail in which one's interactions with the websites one visits can be logged and examined by the sites' operators.
Thanks to @ZellaQuixote for various and sundry assistance with this project.
