AdBlockers do just that, they block Adverts from being served to your browser, specifically they block Ad Network domains so you never actually download adverts
Why is this important? Well it reduces the amount of data your device has to download so if you are on a slow or mobile data connection your data usage is reduced. They work by being installed on your local network with DNS queries being redirected through them. All queries are scrubbed against a list of domains that are known to serve adverts and if a match is found, that specific request is blocked. You therefore never download the ad.
The Raspberry Pi has a nice AdBlocker called Pi-Hole. It works on the standard Raspbian image and is a doddle to install. You can specify upstream DNS servers for the Pi-Hole to forward requests to or select from a list. Once installed you’ll need to update your modem/routers configuration to use the IP address of the Pi-Hole on your local network. You could also specify a secondary DNS server, perhaps one from your ISP so if ever the Pi-Hole was unavailable for requests on your local network, these would go through your ISPs DNS instead.
This was a nice and quick IoT project and took about 30 minutes to get up and running, benefits me and my family on our local network using a slow ADSL connection.