Every ping passing through the internet, every search, every device sending/receiving, is tracked, cataloged, and saved forever, including this thread. This isn't black helicopters, just the way it works. Some content can be encrypted between end points, some data can be scrubbed after use, like CC data, but the internet doesn't work with magic. There is no real privacy, it's just a matter of who and how easy or hard someone wants to work to see your identity, where you go, where you were, what device you used, and what you've done.
Social media has a much larger social cost - the opportunity cost of doing nothing. Lost human potential, mostly zero skill development of any kind. Granted, searching for solutions is hugely convenient. Most social media activity has nothing to do with searching for meaningful solutions to real problems. Like gaming, for 99.9% of us it's just entertainment and self indulgence (that includes posting pics). Facebook is just a business model selling your activity and personal information that was collected without paying you a cent. At SW, we also pay to not see the ads.