I mentioned elsewhere, but people also don't realize that this data is often collected in ways they don't expect. For example, if you have a club card at a retailer, your purchase data is likely being shared outside of just that retailer. So you go to the store and buy some kitty litter for the first time. Then all of a sudden one of your other services start showing you ads for cat toys. Location data is sold all of the time now, and that's often through carriers. Oh, you started going to the gym, best show some ads for workout gear...