If you have upgraded to the new Apple iOS 6 operating system, it would be worth taking a look at the link below. The upshot is that a feature named IFA ‘Identifier for Advertisers’ is automatically turned on in this version of iOS, which anonymously tracks your data usage and passes it on to advertisers. In turn, the advertisers can then target market products and services which they feel would be of interest to you. The system is not unlike the way that ‘loyalty card’ schemes work in supermarkets and the like. It does not open you to risk of fraud or anything else sinister, but you may well choose to turn the feature off through personal choice.
To restrict the ability for IFA to operate, go to Settings–>General–>About–>Advertising and turn on ‘Limit Ad Tracking’.
To read further about this technology, I recommend these articles: