Read the book "Habeas Data"

It's a great overview of digital privacy and protection laws in the US, how they came about, and what protections they actually offer. The short answer is "very few" and the long answer is "never ever ever turn over your data short of a court order and even then try to fight it."

Then with Third Party Doctrine, most of the few/limited privacy/warrant rules go out the window.

Also, I'm not a lawyer.