In this comprehensive lecture series, students will explore the intricacies of advertising on social media platforms, particularly Twitter and Facebook. The lectures will cover the differences between social media and search engine advertising, ad types, targeting options, and challenges associated with inferenced data and user anonymity. We will also discuss the limitations of Twitter and Facebook advertising, such as ad relevance, targeting challenges, and spam prevalence. Furthermore, students will learn about the effectiveness of ads on both platforms, analyzing campaign data, and utilizing the Twitter Ads API and Facebook Pixel for demographic prospecting. By the end of this lecture series, students will have a comprehensive understanding of social media advertising and how to optimize their campaigns on both Twitter and Facebook.