You begin with the nerve-wracking preliminary questions to see if you qualify. It starts with the basics. How old are you? What's your sex? Which racial group do you identify with? I have many, many times been rejected at this point. Apparently a great many 18 to 24 year old white females have nothing better to do than answer online surveys. It hurts because these are things I have no control over, and people really should stop hating on white chicks. We're so oppressed.
Anyway, then they ask some questions that you are obviously supposed to say "no" too. Do you work in marketing? Are you close with anyone who works in marketing? Have you participated in market research in the last 3 months? Sometimes they will be trickier, like maybe they will ask what field you work in. Hopefully, if they ask this, you have some idea of what the wrong answer is from what the survey is about, i.e. if the survey is about cell phones, don't admit to working in telecom. But then sometimes it's a double-bluff and they actually *want* someone who works in telecom. This is pretty much a coin toss.
Then come the really weird questions. How many ducks do you own? Have you ever been to Switzerland? What is your favorite species of turtle? Do you know anyone who plays the banjo? Have you ever brought a frisbee with you on vacation, or jam? How many times have you purchased bearing grease in the past month? For these you gotta just answer honestly and hope for the best.
Then, at last, come the magic words "We'd like to invite you to participate in our study." At last: acceptance! Not only do you get money and possibly products out of this deal, you also get to know that someone out there wants to sell you things. You, personally. However weird you are, however unusual your tastes, someone in the world is eagerly designing a product with you in mind.
Sure, they only want you for what's in your pants (your wallet). Sure, you're basically a whore for the advertising industry. But it's worth it to know that you are not alone.