Most people have some level of trepidation regarding their privacy. They will keep their passwords locked away, they are very careful about who they shop through, and they try not to send or post any information they deem as confidential. Unfortunately, those are a small piece of a much larger picture.
Matthew Panzarino (@panzer) sums up the current state pretty nicely.
Don't read this and actually go crawl into a cave. The alternative world where everything on the internet becomes its own individual fiefdom and charges a monthly fee for access would be much worse for consumers and for technology.
One company has decided to make privacy one of their products. Apple recently took a great step toward helping customers understand what happens to their information within Apple products. They launched a site that attempts to take all that lawyer speak and boil it down to English. I would highly recommend that anyone using Apple products visit and take a look for themselves.