I refer y'all to my recent thread on psychological profiling and big data.
Not paranoid.
We can exist on the net without giving much away. If you vote, have a bank account, drive, pay for electricity, have a phone, etc then you're visible. And there's nothing wrong with that. However, constantly liking stuff, tweeting, linking, IGing - especially when these activities are linked to a single name/email/IP/etc it's too easy to collect enough data to profile you and use that info in ways that aren't in your own interests.
There's nothing wrong with existing in today's society, it's about how much of your thinking you share with it.