When you're not connected to Wi-Fi, your PC sends a signal to look for Wi-Fi networks in the area to help you get connected. The signal contains the unique physical hardware (MAC) address for your device.
Some places, for example shopping malls, stores, or other public areas, might use this unique address to track your movement in that area. If your Wi-Fi hardware supports it, you can turn on random hardware addresses to make it harder for people to track you when your PC scans for networks and connects.
