I go into a store, stand on the counter at check-stand #3, and start singing "Why Can't We Be Friends" at the top of my lungs in a "pitchy" or less-than-lovely voice. I can tell that story to whoever I want, because it is MY story. Or is it? Is it not also everyone in the store's story? The people who look in as they walk by? My story is their story, just with a different word choice. It is clear to see that the store is a public place and I am exposing myself and voice to the public, but on the internet it is less clear.
When I post a video on YouTube I am releasing it to the whole world, if they care to see. However, is it okay for the whole world to know what videos I am looking at? I am in my home after all; or am I? Aren't I also in the aisle of the YouTube marketplace? In real life, others in the store and the store managers can see what you are doing all the time and have a right to keep record. In fact, we encourage stores to keep track of us by signing on for their deals which help track our purchases. We don't worry about that when we are in the store, should we worry about it on the internet?
Think about when you are looking for a good place to eat in a new city. Have you ever been talking about it and a native on the bus or train overheard you and recommended a hole-in-the-wall you would have never known about otherwise, and then it turns out to be the best food the whole trip? Isn't that all data gathering is trying to accomplish: help you find other books/movies/products you might found useful? Sure, they want to make some profit off of it, but it doesn't cost you anything. Or are they maliciously exploiting you, and unfairly treating you like a rat to experiment on?
Where do we draw the line between helpful and harmful?