Every site you access and every vendor you purchase from keeps data on you and so does your computer. I think it is very important for everyone to be aware of this. If you access unreputable sites, it could be used against you in a job search for instance.
I agree that everyone should be aware that every activity made on the Internet is monitored. Thus, with that data other people will be able to use those information to cause hindrance into our life. For example, our credit card information got hacked.