How do colleges know about you?...?

I keep getting brochures and letters in the mail from different colleges that seems to offer what I'm interested in or sometimes send me a fancy letter inviting me someplace that seems believable or real. Should I feel special and trust them or everyone else basically get the same thing in their mail? How do the colleges even know about a person's interest to mail them? Is it just a big common coincidence or..."fate"? Do they have some computer program that looks up everyone in the world to see who would belong at their college or something, lol? And plus, I never recall signing up for anything.