How can they trace you?
For example, many websites use “Google fonts” as external resources. Other web sites embed external videos or maps inside a page.
This article written by Yuli Stremovsky of Privacy Bunker (Google Fonts can bring you to GDPR fines) describes a violation case.
How can you check which resources are loaded by the browser?
On Mozilla Firefox, you can active the Firefox Web Console and view all the external network resources accessed by that web page by clicking Ctrl + Shift + K or by clicking the three-lines menu.
The following screenshots show you how to access the Firefox Web Console from the three-lines menu.