I'm very conscious of this now when I'm talking on the phone. Not that I really have anything to hide, but I'm always wondering how something would be perceived by someone who is listening in.
It's not a nice feeling at all. This is one of the reasons I hate mass-surveillance so much. Just that feeling that everything I do or say is on the record.
Sure, we're normal citizens with "nothing to hide" - but I've become wary of any possible channel of data collection, regardless of whether the end consumers are private parties or state agencies.
It's dystopian, that I'm having to consciously censor my speech in case anyone is listening. Same with HN - I doubt my comments are of any value to outsiders, but it's possible that someone will associate my real-life identity with this online account, and dig through (i.e., put the data through some extractive process) to assign various values, for unknown consumers - probably advertisers, but maybe even some "good citizen index".
Thankfully I live in the EU (oops, another data point leaked), where there's at least some level of privacy protected by law.
Sometimes I send a postcard where anybody that handles the card can read the message. If I want a little more privacy, I'll send the note in an envelope.