I had a phone call with a friend of mine, who told me that a person we both knew had lupus. We talked about it for a minute or two, because I’d only heard about it on house and didn’t know what it involved. Starting that afternoon, I got ads for lupus for about two weeks. I know I hadn’t received those ads before because I play a word game for which “lupus” is a really useful word, and I had not seen its spelling before then.

This was about 15 years ago. It could be a coincidence (but I’m not the age or race most predisposed to lupus), but I’ve been a believer in phones listening to you since.

That isn't how it works, listening to conversations would need too much bandwidth or processing power to be useful.

More likely that whatever prompted your coworker to think about those cookies also triggered the ad.

Or they have been getting those ads without thinking twice about them until they noticed when they were thinking about them.

Or it is just plain coincidence.