The measurement problem is structural rather than a flaw in any platform. Attribution assigns the conversion to the last advertisement seen, and remarketing is by definition shown late in the process to people already considering you. The advertisement gets credited with a sale it may only have accompanied, which is why these campaigns report exceptional returns that do not appear in total revenue.
The honest way to evaluate it is a holdout. Exclude a portion of your audience from seeing the advertisements and compare their conversion rate against those who saw them. Most businesses never run that test, and the ones that do frequently find the effect considerably smaller than the platform reported.
Audience size is the second problem and it affects first year businesses specifically. Building a usable remarketing audience requires enough people to have visited, and most platforms enforce a minimum. A site receiving a few hundred visitors a month will either fail to build one or will show advertisements to the same small group repeatedly, which produces irritation rather than sales.
Where it genuinely works is a narrow situation. A considered purchase, a defined moment of abandonment, and enough traffic for the audience to be meaningful. Somebody who reached a checkout and left, or who spent time on a pricing page and did not enquire, is a real signal, and reaching them within a few days is reasonable.
Cap the frequency and the window deliberately if you run it. Advertisements following somebody for weeks after a single visit produce resentment and are why people install blockers. A few days, a limited number of impressions, and an exclusion for anybody who already converted covers the legitimate use.
Exclude existing customers, which is the error that costs the most goodwill. Somebody who bought last week seeing advertisements for the thing they bought concludes that you are not paying attention, and in some cases sees a price they did not receive.
The privacy direction of travel matters for planning rather than for today. Browsers have progressively restricted cross site tracking, several regulatory regimes treat this kind of data sharing specifically, and the mechanisms that make remarketing work are less reliable each year. Building a plan that depends on it is taking on a risk outside your control.
Then compare it against the alternative uses of the same money, which for a first year business is usually the deciding argument. Reviews compound, content accumulates, and search visibility persists. Remarketing spends money reaching people who already found you, and there is usually something better to do with it first.
Check what your own analytics says about repeat visitors before building an audience, since a site where almost nobody returns has no audience to remarket to regardless of what the platform will let you configure.
Consider email instead if the objective is reaching people who already know you, since a list you own reaches them directly, costs almost nothing per message, and does not depend on tracking mechanisms that are progressively being restricted.
Set a spending cap rather than leaving it open, since remarketing campaigns tend to look efficient and run indefinitely on that basis. A fixed monthly amount, reviewed quarterly against total enquiries, keeps it proportionate to what it actually produces.
Look at whether your site converts before spending anything on returning visitors, since a page that fails to convert first time visitors will fail the second time as well and the advertising simply pays to repeat the failure.