Set you browser to clear all cookies on close, use a separate browser for anything that requires authentication (ex: gmail), and never mix the two types of browsing. If they create a profile on you the cookies it's tied to disappear when you close your browser.
It's feels like a minor pain when you first start out but you used to it quick. Plus since you're not logged into anything by default there's a slightly higher barrier to ordering needless crap online.
It's not foolproof as you can be tracked by a combination of other factors (see: https://panopticlick.eff.org/) but it's much better than the alternatives.
If they see you with an IP address and a cookie and a moment later see that same IP with the same browser etc does something else they will correlate them. There is a whole industry around tracking people who explicitly do not consent or have withdrawn their consent to be tracked. That’s why we need GDPR.