… or use http://fritz.box/html/capture.html if you have a Fritz!Box router – it's a great device anyway but especially useful for capturing your own LAN and WAN traffic.
Here's my write-up watching Nintendo Wii traffic, but using ethernet port. What I do for wireless devices, is I have an extra router. I connect the secondary router to my laptop's ethernet port then my primary-router(the one connected to the modem) I join with my laptop's wifi. Then, any devices connected to the secondary-router, wired-or-wifi, will have its traffic sniffed by my laptop's wireshark/ngrep.
Not sure how he got it 'connected to his laptop', but probably through that he ran a packet sniffer like Microsoft Network Monitor or something? (I could be way off though lol)
P.S. man this really brings to light the scary world where every device is connected to the net and feeding data to big companies... not that they care about our personal stuff (I'm sure they are just computing data analytics), but it's creepy nonetheless.
The companies probably don't care about your personal data, but if they're collecting it and storing it, organizations who may be interested (FBI, NSA, IRS...) can then obtain your info from them.