If I mention "The Anarchist Cookbook" then I imagine every username on this page will be added to a GCHQ list, I'll probably have my internet traffic mined to establish if I downloaded it (which they arrest people for in the UK -- https://www.bbc.co.uk/news/uk-england-bristol-41802493). Presumably they have my online purchase history that relates to reagents, etc..

I also expect to be on lists for being critical of the establishment, doing online web security courses, buying remote connectable electronics, etc..

The difficulty I expect is profiling to reduce those lists to meaningful actions that have indicative value.