In general, I'm much more concerned with private actors than state actors. I'm aware of multiple ways in which companies use information to try to extract money from me, and they actively make my life worse in the attempt.

I have a much harder time thinking about how giving states access to my information has been harmful for me. I can think of potential harms, if the state started doing religious or ethnic persecution(not trying to diminish the chance of this, but not a problem today) so I'm aware of potential threats. But other than that... What exactly should I be worried about?