Companies like Facebook and Google don't sell user data. This is a common misconception that people keep repeating. Logically it doesn't make sense: The data is what makes the company valuable, so they're not going to give that away! If they did, Facebook would just buy Google's data (and vice versa) and neither would have a competitive advantage any more.

Instead, they let advertisers target people based on data. For example, an advertiser can specify that their ad should be visible to people aged 20-25 that like computers and live in Los Angeles. You can access Facebook and Google's ad management products and run your own ads, and see exactly the same system and data that advertisers see.