So, now Twitter tracks you (an article in German with some nice explanations on what ‘cookies’ are) too, just like Facebook does. Of course they just do it to ‘improve your experience’.
Thing is: It doesn’t even matter if you believe that or don’t. The second your data is in the hand of some institution, everything that can happen will happen at some point, you know that. ‘We wouldn’t do that’ - yeah, okay. Maybe you get hacked and it doesn’t matter what you wouldn’t do (Hey, Sony!). Or some employee doesn’t take privacy all that seriously.
Good thing is: You can block the hell out of all those cookies (Wikipedia). Basically, there are (besides the cookie settings in your browser) a few plugins available for the most common browsers you should consider using.