Firefox v42 Tracking Protection
But if you don't want to see those advertisements, and for some reason you don't want to use Private Browsing (like me), than you're out of luck (by default). There's no normal way to enable this feature without the use of Private Browsing (or use an adBlocker add-on for Firefox). Thankfully, Firefox uses a config module in which you can tweak almost everything.... including the Tracking Protection.
The following images shows you a normal browser tab with advertisements, a private browsing tab without the advertisements, and finally a tab without private browsing, and without advertisements.
When the Tracking Protection 'service' is enabled, you will see a little shield before the URL in the URL bar at the top.
And now the part on how to accomplish this without the use of an adBlocker add-on.
WARNING: applying incorrect modifications to the Firefox configuration might corrupt the browser. So use it at your own risk!
The configuration module can be access by entering about:config in the URL bar (see screenshot below).
Entering: about:config
After accepting the fact that you might break stuff (and you really can!!), you see a long list of settings with a search bar at the top.
about:config
Type in the word Tracking in the search bar and all the config entries with that word show up. At this point it's (some sort of) common sense to pick the right setting. The one we need is:
privacy.trackingprotection.enabled
This setting is disabled (false) by default.
Tracking Protection disabled by default.
By selecting, and double-clicking the blue line, the value changes from false to true.
Tracking Protection enabled by default for all websites
There's no need to save the setting, or configuration. Just close the Firefox tab with the about:config content.