Here's a fun experiment idea. When you are around friends and the Wii U, only talk about games that came out at Wii U launch, ideally one you don't have. Like, FIFA Soccer 13 or something. Don't ever search for that game or talk about it away from the Wii U. After a week or so of that, see if you get an ad for it.
"We were talking about new games and I got and ad for a new game!" sounds like pretty standard, non-targeted advertising. Easily chalked up to coincidence. Steam advertises new games to me, some I'm interested in and some I'm not, but I don't think Steam is reading my brainwaves.
I cannot remember that it have ever showed one while I was sitting and reading an entire evening. But as soon as we start talking it will show advertising. That could be explained that it simply detects noise in the room, but it correlating to what we're talking about more often than not.
There's an option to disable it waking up and displaying things, so I've never seen adverts on mine (but maybe there's other things shown you do want to see?)
