No worries, essentially, the Brave browser blocks all adverts/trackers etc. other than their own adverts in which users get paid for their attention. AFAIK you will be asked if you want to see an advert privately in a new window and when you see the advert you get paid in BAT for doing so.
The publishers will also get a contribution of BAT and the company advertising gets a good deal too, as their adverts can be more relevant to the user, whilst being actually paid attention to. It's a win win for all three sides really.