There are quite a few things that should be of concern for the average Internet user - your computer can do things that will cause you harm, someone can spy on your Internet traffic, one of your service providers can either sell your data or hand it over to the authorities; without your consent, knowledge, or even compensating you.
Additionally, there is the risk of an arbitrary website owner collecting and looking through your Web surfing behavior.
Unfortunately, all of these situations happen a few million times every second.
Not knowing that these things are happening is the enabling factor for a trillion dollar industry.
Ultimately, you should be uneasy with the possibility of having your identity stolen or being disqualified from opportunities, based on secretly collected data.
(excerpt from "Practical Privacy Protection Online For Free". Buy your Copy now)