I don't think your fears are trivial, just slightly misguided. You don't need to be very afraid of the current surveillance state: It collects a lot of data but can't connect the dots. That's how they missed the Boston Marathon bombers.
But they're keeping the data. With data storage prices continuing to be in free-fall, petabytes of amassed surveillance data are definitely going to be proliferated eventually. Everything that ever happened on Facebook, for example, is eventually going to be public knowledge. And then it is only a question of when, not if, some future agent (AGI or not) connects the dots you left. It is hard to predict how long that'll take and even harder to predict what that agent's intent will be, but especially if you're planning to live a long time, or to have children, it may indeed be prudent to be very careful with the traces you leave.
It is hard to predict how long that'll take and even harder to predict what that agent's intent will be
This weakens the case for holding back significantly, since it's also applicable to the consequences of not posting.
Let me be more concrete. If all of Facebook is public data, are you going to be more suspicious of someone without a Facebook account, or someone whose Facebook activity is limited to pictures of drinking and partying that starts at around age 19 and dies a slow death by age 28?
Any data you leave has both condemning and exculpatory interp...
Does the surveillance state affect us? It has affected me, and I didn't realize that it was affecting me until recently. I give a few examples of how it has affected me: