You might be surprised to learn that nearly all sites collect this data by default. It's built into the standard analytics package of most hosted WordPress services, Cloudflare, Google, etc.

A simple JS script can collect your system and browser info, generalized location, exactly where your mouse is and for how long (which links you hovered over but didn't click, how you found menus and submenus, etc.), which search engine you used to get to the site, how long you stayed on each page, and so much more.

You need a browser extension to not provide this data, even on Firefox. I always recommend uBlock Origin and Privacy Badger. The two together generally do a good job of blocking most of these scripts.

Source: I'm a web developer