more then likely it was a ad for amazon which you have a account with and you visited amazon.com
That left a cookie (you might be logged in still to there account) which let them know that when the ad came up it saw your cookie in a third party mode and displayed your name since showing your name = attention which = probabble visits.
For this you don't have to worry too too much.. just log out of amazon if you don't want it happening but there is no harm since the info is only coming from amazon to amazon
This might be very old news to some, but I was a bit taken aback by visiting a blog site that had an Amazon.com ad on the side. What was troubling was that the ad box said "Welcome <my name>". Huh? I didn't even visit Amazon, and now it's displaying my name in the ad box of someone else's page? Does that blog owner get to see my real name? Not pleased.
Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic