Almost every Facebook user already counts on any of his Facebook activity being closely monitored and used for marketing purposes. Now, however, Facebook itself opened a brand new section, namely "Activity outside Facebook." Here are to store data on search, playing games, etc.
You should also be able to turn off this tracking or even delete this data. The second question is whether deleting data also means deleting all Facebook records. These Off-Facebook Activity focuses on any contact with an entity that works in any way with Facebook and that the user has visited in the past 180 days.
You can even click on each subject, but you will no longer know what data Facebook has specifically stored about you. While you can click the download button, it only points you to download all things about you from the entire social network. So you can find out just how many times you have done this or that activity.
In many cases, this data comes from the Facebook Pixel, which is used to measure ad conversions. So this is one more reason to pay more attention to where and what you do on your device. In the event that such data might have been leaked, it could theoretically compromise.