This is Finley from the Social Care team at Shopify.
Thanks for reaching out! It's wonderful to hear that you're looking into how you can understand your customer behavior better.
With this knowledge, you'll get a clear idea of what's working with your website, as well as which areas could use some improvement.
There are indeed a few third-party apps that offer you the ability to replay footage from your customer's browsing session, such as:
Lucky Orange: User recordings, dynamic heatmaps, a live chat feature, and more are available with this app
Yandex Metrica: This free app offers sessions replays and performance reports
Both apps have their own support team, who you can find the contact details for in the Support section of their app listing like so:
Alternatively, you can contact them from the Apps section of your Shopify admin once you've added the app to your store.
Alongside using one of these apps, we actually have a free course run by the Lucky Orange team on Shopify Compass called Grow your sales by understanding customer behavior.
You'll learn how to create a great user experience, discover how to stop cart abandonment, and much more.
I highly recommend watching this so that you can make the most out of using one of these apps.
Let me know how that works for you!
By "live" do you mean that
a) you could watch them accessing your site in real time as they are doing so? or
b) you would like to see a recording of your customers accessing your website?
What kind of information, data points would you be interested in specifically?
If you are looking to close a sale, there are a lot of tools which can help you with that and also provide you with analytics about your customer behaviour.
All of the above and many other similar apps come with built in analytics.