So? The user's IP address matches his web traffic, no reason why they couldn't send pizza ads to him that way. Remember Microsoft is a Gawker advertising partner (which runs Kotaku), they're even listed first in the list of partners, so no doubt visiting Kotaku will give some of your info to Microsoft, which they can then use to target ads in their ad network. That's how advertising on the internet works. Every visit to an ad supported website means your information is shared with dozens if not hundreds of advertising partners and partners of partners.

Edit: I just checked that video page. For me it connects to at least 11 different parties:

  Facebook + its CDN
  Youtube + its CDN
  Google Analytics
  t.skimresources.com/api.track.php
  Gawker advertising API
  Gawker CDN
  Twitter
  imrworldwide.com
  quantserve.com
  chartbeat.net
  scorecardresearch.com
  criteo.com
  doubleclick.net

And your ISP, your DNS service provider, your router manufacturer (yes, some routers intercept traffic and certainly redirect failed dns requests, but might also inject or track other stuff), and of course all running software and browser toolbars/scripts/addins can also know what you visit.

And that's just directly, on the background each of those is more than likely to send your information to other advertising partners.

Skype has it's Skype Cookies thing, which I believe enables a tracking ID across applications. (Otherwise I'm not sure why Skype would have a cookies setting inside its app.)

skype is showing ads from some network. the network scanned public content for the site visited previously. nobody is reading any skype messages. user is just paranoid.