you ideally want something like Xprivacy, which is unfortunately no longer supported
Install something like Netguard (same dev behind Xprivacy) -- which functions as a firewall (vpn) b/w apps and the internet. Turn on logging. Watch all the apps you have installed phoning home and services like graph.facebook.com every few moments.
Another good point -- it sucks stupid amounts of data and radio power. People are always puzzled by how quickly they go through their data, some advertising systems can suck ~500MB/month of cellular data. Some telcos have specifically started showing usage graphs identifying traffic as advertising, but it can be hard to see which app or web page is the culprit.