My data is out there, now what?

I was wanting to ask this question for a while now, I never really cared with the data selling scandals, since my little small head just thought "well that just for fisting custom ads everywhere right? . BUT, that just not it...right? what actually is the important and sensitive data websites and social media can get from me and who's buyingvit? what for? what is the real danger to me?

thx in advance to anyone who might answer or sharing knowlage. s2