It is not dumb, naive, or wrong to ask this, it is an important question facing all of us for quite sometime to come.
Here's a potential example that might show the limits of privacy-- online or otherwise. It was an anecdote provided by Charles Duhigg from his new book "The Power of Habit" (excerpt here: http://www.nytimes.com/2012/02/19/magazine/shopping-habits.h...). The story is that a father discovered that his teenage daughter was pregnant because Target sent selected coupons to their home, addressed to the daughter. You can read how Target figured that one out-- very fascinating data and statistical analysis -- but the point is this. A guy such as yourself, who follows the law and has nothing to be embarrassed about, might still feel a little uneasy about how much others know about you and the people in your life, and the purchasing decisions you all make. At the very least, I think most people would say that they would rather hear the truth about something as personal as their daughter's pregnancy from the daughter, rather than from a corporation analyzing your data.
Having said all that, we have benefited greatly from Google, Facebook, etc. So I am also conflicted about this issue.