Most of us assume no one cares about what we look at on our devices, but the data is being used to create a picture of who we are and where we went — and, for the most part, it's completely legal.

"Privacy is a fundamental right … but the truth of the matter is, it's really about the agreement between the user and the websites they are going to," said Denelle Dixon-Thayer, chief legal and business officer at Mozilla.

One could argue the positives and negatives, but Dixon-Thayer said no matter what, people should be aware of what data they are sharing. However, most people don't read the fine print when they linked their Gmail account to their Google searches, agree to terms and conditions on Apple's iTunes or create an account on Facebook.

"We believe in this 'no surprises' rule, that your user is not going to be surprised by what data you collect and what you do with that data," she said. "Companies should focus on alerting users to issues that may surprise them, so users have the opportunity to understand it. It makes it so we are creating an ecosystem of trust."

To show how your data can be used to reveal personal and intimate details about your life, Mozilla and Tactical Technology Collective created "The Glass Room" in New York. Part art installation, part practical technology display, the exhibition — which is open through Dec. 18 — shows conceptual and real-life ways online information can be used to track people. The company hopes it will inspire people to think more about how their data is being used.

For example, anyone who walks by "The Glass Room" and has their Wi-Fi turned on has their phone and carrier broadcast on a screen inside the room. (The group could have parsed more information from people but wanted to make sure everything was within legal grounds.) The exhibit also features ways for people to visualize or manipulate data. One area has encyclopedias of leaked LinkedIn passwords. One installation, called the Unfitbit, shows how easy it is to trick a Fitbit into adding steps by hooking it onto a drill, on the tire of a taxi or a metronome.