In Firefox it's really easy to switch Tracking Protection on and off. I usually have it off in my main browser because, as a web developer, it often gives me an insight into what others would see and that's often helpful.
I just wanted to show such an example. In both examples I load a blog post on seriouseats.com which has real content and lots of images (11 non-ad images, totalling ~600KB).
First, without Tracking Protection
Next, with Tracking Protection
This is the Network waterfall view of all the requests needed to make up the page. The numbers at the very bottom are the interesting ones.
Without Tracking Protection
With Tracking Protection
Enabling Tracking Protection in Firefox is really easy. It's not an addon or anything else that needs to be installed. Just click Preferences, then click the Privacy & Security tab, scroll down a little and look for Tracking Protection. There choose the Always option. That's it.
Tracking Protection is big and involved topic. It digs into the realm of privacy and the right to your digital footprint. It also digs into the realm of making it harder (or easier, depending on how you phrase it) for content creators to generate revenue to be able to keep create content.
The takeaway is that it can mean many things but for people who just want to browse the web much much faster it can be just about performance.