Data contains information that is important and crucial for anyone who can get their hands on it. When people used to warn you about everything you do would go on a permanent record, it turns out that this permanent record is actually the internet.
By using the internet, it's difficult to be online without leaving any digital trail. Google is capturing search histories and online habits to target users with the most compelling ads, social media are collecting information about your profile, your position and the people you know. All of these information are gathered by internet companies to create a record about who you are. (read: NSA and GCHQ: Between Surveillance, Power and Privavy)
Data-Hungry Websites
Each and every website you visit collects data about you. The least amount of data they can have is your IP address which contains your general geographical area. Your IP address can also reveal your file sharing experiences, records in web server log files, or glimpses of your web activities, email addresses and more. Some websites can plant cookies on your browser to collect even more data.
These collected data can be used to create a detailed profile about you by the help of multiple sites. This detailed profile can include your yearly income, your travel habit, your beliefs, and so forth. The profiles generated can be then tied to your identity as a permanent historical record.
Prevention
Separate your real-world identities from the ones online. You can use fake names or ID, and use different email addresses when registering to different websites. You can also change these periodically to prevent any permanent record. IP address typically stays the same throughout a few days or weeks, and you will most likely be assigned a new one at regular intervals. IP addresses may reveal many things but it does not have any tie to you as a person, your identity, etc..
Tracking Cookies
Profiles can also be created from tracking cookies left behind by advertising networks. These small files are dropped on your computer when you visit websites. These cookies help advertisers to record the sites your are visiting, and display ads based on products they think you would be interested in. Although it's their policy to keep your data from prying eyes, nobody can guarantee this data will remain anonymous, nor can they predict how it will be used in the future.
Prevention
Disabling cookies on your browser may save you from this problem, but it also limits your ability to browse the internet. Some websites won't allow you to browse their content if you disabled your cookies. You can delete cookies from time to time, or use plug-ins that remove tracking cookies from your computer.
Identity Thieves
Most people are vulnerable to identity thieves. Beside collecting your profile, these people can also obtain credit cards information and other sensitive data, and get away before anyone finds out. The most common way attackers steal this kind of information is by guessing the passwords for online accounts or tricks people into giving them up, usually via phishing emails. These attackers can also plant malware on your computer to enhance their ability.
Prevention
Use strong password that contains the combination of alphanumeric, capital letters, punctuations and others. Always check and double-check the address of any websites before you give out sensitive information and make sure they are legitimate and trusted.
Online Pictures and Videos
Pictures can say thousands of words about you. And videos are even more of a problem. Both pictures and videos can be as sensitive as your data when concerning about privacy. The wrong picture and the inappropriate video of yourself on the internet can cause people problems in real life.
Prevention
There is no prevention for this that can totally save you. It has been a trend where people are posting their selfie pictures and share them among others. Other people that took pictures of you can also upload them on the internet. And with graphic editing program, almost anything is possible from a single picture.
With almost everyone in the modern days use smartphones, they can take any picture or video at any given time and post them on the internet in an instant. There is no way to prevent this to happen. However, you can limit your concerns by limiting yourself from posting your own pictures online.
Webcam Spies
Your webcam can be recording you without you knowing it. Malware can enable cyber criminals to operate your webcam remotely, taking pictures and/or videos of you and sending them to the culprit when you are connected to the internet.
Prevention
You can stop your webcam ability to take videos and pictures of you without you knowing it by moving it away from you when you don't use it. Or you can literally put a sticker over the cam of the laptop, which you can easily remove when you want to capture video or use it with the service you trust. (read: Optic Nerve Collecting Yahoo!'s Webcam Images for NSA and GCHQ)
Conclusion
The internet has become a daily place to be whether you want it or not. With the massive information it can provide, with social media accounts you have, with the smartphone you hold on your hand, you are online almost anytime and anywhere.
There is no safe guarantee that you can prevent any information of yourself to leak to unwanted people, but you can prevent some of the possibilities by limiting the information you have on the internet.