Certain people are very curious who you're following and what you're seeking on Twitter, so they can grab your attention with unsolicited messages. These people, of course, are advertisers, and Twitter is helping them get all up in your account.
A Twitter product manager today told an ad conference in London that the microblogging service will soon allow advertisers to target Twitter users based on who they are following and what type of information they are searching for. So if you're following, say, @DellOutlet's tweets, you might get an ad for an HP computer; if you're following @JetBlue, you might see a Virgin America ad. If you're following @Sn00ki and searching for information on bedbugs, maybe an ad for something more interesting. The point being, prune your "following" list and uncomfortable searches now before the targeted ads get awkward and/or insulting.