Big brother has been here for many years...

If you have a bank account, a credit record, or any other form of registration that can be electronically searched/tracked, then the powers-that-be are likely quite aware of your existence already.

Now, I'm not saying that there's no reason to be cautious where your personal data ends up & I certainly wouldn't blame anyone for avoiding a glorified data mining service like fb - but its also worth considering that just about anything you currently do on the net is building a data profile of you somewhere for someone, be that governmental agencies, black hat crooks, or anyone who can use your data to make a buck. Even a VPN only gives you an extra layer of encryption between you & the other VPN endpoint - beyond that endpoint, that encryption ends & then there's the potential for backdoors into the encryption, itself.

Be careful with your data, but don't get too paranoid about it either - as with most things in life, every action involves a (hopefully conscious) calculation of risk vs gain.

Now, excuse me - I've got to go enter my SSN on some random webpage for a chance to win the latest iWotsit...