I share the fear, and is why I use tor for browsing political sensitive subjects. While its unknown if each individual data package sent over the wire is stored, logs about who visiting what website has clearly been marked in laws/bills as vital for signals intelligence services.
Curiosity killed the cat or something like that. I'm not into anything controversial but if I was, I'd probably leave the country before playing Cloak & Dagger with my computer. I'm currently reading Spook Country and there's a character who "never sleeps in the same grid square." I enjoy William Gibson's distillation of our crazy world. What I do think is interesting, your credit score can drop for shopping in the wrong neighborhood. William Gibson also has a book about a data analyst that is interesting, I think Pattern Recognition is the book but I'm not sure.