8,417 votes and 160 comments so far on Reddit

Not saying you’re lying but people usually recount similar experiences about talking about something and then shortly after receiving ads on their phone, computer, tablet, etc for it. There have been studies and it’s been shown that no your device is not listening to every single word you’re saying and showing you ads for whatever it picked up. It’s not hard to see all outgoing and incoming signals to your device and whether the microphone is on. If you searched for X product, service, or purchased an item your cookies will be used to target ads more likely to appeal to you. It may have been something you searched for a few days or weeks ago and you don’t recall so you’re surprised and creeped out when it coincidentally pops up in an ad shortly after you talked about it. On some devices, services, and apps you can opt in or out of targeted ads and having your analytics sent to Google or other companies. Don’t get me wrong we should all be concerned and vigilant about our privacy but I see people say they were talking about something and then getting an ad being proof that we’re being constantly listened to by our devices and comparing it to 1984. There ARE some instances where your device listens for a key word or phrase to activate it like Google Home and Alexa. If your phone was constantly listening and uploading everything you said that would be gigabytes of data that would have to be transmitted. Maybe some smart compression could be applied to get it down to a few hundred megabytes but this has been looked into by different privacy groups and it’s not happening. It’s the same with your phone camera capturing video and sending it to some company. Of course some lone hacker or government agents could hack you and you would be none the wiser unless you analyzed your device.
Chinese phone companies like Xiaomi, Huawei, and others are another story. Their phones are compromised and there have been studies indicating user data being transmitted to Chinese servers. In China corporations and the government are intertwined unlike in the U.S. (although U.S. companies may occasionally work with the government or in some cases refuse to like Apple has in the past).
If you’re concerned about your privacy I’d recommend you use uBlock Origin ad blocker if you’re on Chrome. Also check out these extensions: HTTPS Everywhere, Ghostery, Privacy Badger, and Disconnect Facebook. Firefox is better than Chrome when it comes to privacy but a lot of people are fully embedded in the Chrome, Gmail, etc ecosystem and to be honest Google is amazing at what they do. You can also look into using a VPN.