Today I sat in on a big presentation on social media advertising (mainly Facebook), and it is even scarier than you are thinking about how much Big Data knows about you, and gives to businesses for advertising. Now, it's anonymous (sort of), but still.
For instance, did you know businesses can target you based on whether you're a homeowner or renter? This is public record, so it's not that scary, but they can go further into your personal financial life: they can target you based on how much debt you have, and what kind it is. They can target you based on your income. They can target you based on credit card interest rates.
They can target you based on the age of your kids and how many you have (even if you don't mention them on Facebook, they can tell from things you Google). They can target you based on the things you purchase online - not just WHERE you purchase, but the actual purchases. We did a trial run where we targeted to people who purchase wine on Amazon, but who specifically don't post about drinking wine on Facebook. Closet drinkers, or just not big Facebook sharers. There are two main categories of targeting: one is based on things they explicitly tell you they like by Facebook and Google activity, and there is another category based on behaviors that are somewhat implied - which the debt and financial stuff fall under.
I remember long ago, when I started dating my SO, they knew. We did not have a Facebook official relationship for a while, there were not any pictures of us posted together, not posting on each other's walls or messaging between us (my SO hates FB and never uses it). I was creeped out that the ads still knew. Thinking back, they must have known from emails and gchats we sent each other, or that maybe I sent other people. We started dating online and that was our primary mode of communication for a while, before we moved onto phones (which were old DumbPhones so nothing to worry about there ::MAYBE::).
My coworkers were like, THIS MAKES ME WANT TO DELETE MY FACEBOOK. I thought about it - I had a similar reaction - but they aren't using Facebook. Basically, Facebook should only be able to tell who I hang out with and my political stance, because I don't use it for much. But it knows, whether I tell it anything or not.
In conclusion, give up on privacy. You have none.
Maybe a lot of you already knew this stuff.