Companies pay to have advertisements placed on social media sites. The companies pay an advertising placement service, such as Google Adsense, to place their ads on web pages relevant to what the company sells or provides. The owners of the web pages must create an account with the advertising placement service before they will have the option to have ads displayed on their site. When the ads are placed on the site the owner will be payed a certain amount by the advertisement service when the ads on their site are clicked. This is how the sites gain revenue.
This revenue is what the social media sites are after. The sites are created to bring in large quantities of people. These users believe they are here to socialize and communicate with other users; but the reality is, the users are being brought together to click some ads. They are being brought together to generate capital for the creators of the webpage.
So next time an ad comes up before a video, or clutter the margins of the screen, just try to put up with them. because without them Twitter, Facebook, and other social media sites would not be a free service.