Related to fingerprinting, it’s theorized that if a person doesn’t have a Facebook account but their friend group does, Facebook will create a “shadow account” which isn’t public but still attempts to collect data for this person based on the posts, pictures, and location data from friends on Facebook that spend time with this person. Zuckerberg admitted to Congress that Facebook does collect information on non-users.
Even for users, Facebook attempts to establish a lot of metrics, even if the user doesn’t provide them, like estimated income and political affiliation, for advertisers to use.
I saw some of this first hand. Several years ago I tried some advertising for some affiliate marketing. Facebook’s ad platform let me limit advertising to people with gaming consoles between certain ages, and I noticed I could target it for people who likely leaned more liberal or conservative if I wanted, or only for an estimated household income level. It’s surprisingly detailed.