I have watched in a lot of detective movies and TV shows as well how agents and operatives using different kinds of means to source information with respect to their investigation. They spy and bug phones and one's home if they get the approval from higher authority.
But I have come across contents online where some people stated their partners had their phones bugged because they don't trust them but I'm not sure how that's done in practical.
I do believe that your phone is constantly listening to you. I've had ads pop up on Facebook and other sites for products that I was talking to other people about numerous times. Do I believe that the government is spying on us in my country, the US? Nope, they've got other things to worry about.
I don't believe my phone is listening, I don't think it has to. Cross-website and cross-platform trackers are so advanced these days, as well as fully in tune with what your friends and contacts on social media are interested in, that focused advertising is easy without tracking - and without risking huge international sanctions (the phone producers would be totally banned in the entirety of Europe, for example).
