google (and other ad companies) keep a digital profile (or footprint) of all your clicks. so, for example, if you click on an ad for a fantasy book, they will save that you are at least interested on fantasy books, giving you more ads for that. in theory that might not sound so bad ("hey, at least the ads will be more relevant") but in reality the amount of data that they store is incredibly invasive.
by clicking random ads, the quality of that profile would go down, as it will no longer be your true interests, thus "messing with digital footprint"