Malware that attempts to spy on you is called spyware. It watches what you’re doing in hopes of gaining valuable information to perform identity theft such as getting your credit card or banking info. Spyware can also take the form of advertising.
Spyware can come onto your computer through the Trojan malware, in which you installed an application that had hidden spyware malware in it.
Spyware includes keyloggers the capture your keystrokes or it can monitor your browser to capture your Internet traffic and information.