Criminals can trick you into letting them "in", using various methods. It's important to have a good, up to date, malware/fraud detection and protection program, and to be careful not to open up emails or documents from people you don't know.
Certain web sites, when visited, can track you, by leaving tracking "cookies" when you visit them. Most of us accept cookies by default.
Most people will never be aware that they've been compromised.