Definitely, there are problems with online data gathering, security, and exploitation. Cambridge Analytica is just the tip of an iceberg, but a major example nevertheless. It revealed how the democratic process can be manipulated. By gathering big data one of the cornerstones of the modern state has been moved. GDPR is no solution IMHO, instead of securing private information it forces ISPs to store it, and if it is stored somewhere, there will be ways to access it for whatever reasons. I'm not surprised that VPN market is on the rise, VPNs like NordVPN, VPN unlimited, PIA, Zenmate, and many others offer encryption services, hide your IP (location security), some claim to keep absolutely no logs. You can never be 100% certain that all your online information will be inaccessible, but taking additional steps to secure it is better than putting blind trust in governmental agencies.