Many web sites are funded through the advertising that they display.
Provided that sites incorporate any advertising into their web pages in such a way that it doesn't actually interfere with your accessing the content of the page (which is what you visited for) then there is no reason to block the ads, You never know, if the ads are relevant enough you may even see an ad link that looks interesting enough to click on.
Some sites go too far though in trying to force you to interact with their ads. So many sites used annoying popup ads that now all browsers come with popup blockers to block those popups that are not generated by an actual action by the visitor (such as clicking a link).
Ads that I find to be the most annoying that have been showing up recently are the ones which instead of appearing when the page first loads, appear when you try to leave the page and stop you from leaving the page until you interact with the ad. These exit blocker ads usually use the window.onbeforeunload event handler to trigger the display of the ad rather than using window.onload to diaplay the ad when the page first loads.
We can therefore get rid of all these really annoying exit blocker ads if we disable the window.onbeforeunload event handler. This is a proprietary event handler and so only a few of the most popular browsers actually support it so one option is to switch to using one of the less popular browsers that does not recognise that event. The other option is to install a user script into your browser that simply disables that event handler for you
Block Exit Blockers User Script