Any information that may assist in better profiling you is gathered by persons wishing to exploit you, or people you are connected with.
Learning more about you enables another person to better emulate you, and even replicate your authenticators through analysis, guesswork and deduction. Working out your passwords, answers to security questions, and information relating to your family, friends, associates and interests.
Where you go, where you shop or work may be tracked through monitoring and analysis of location data. What you post about yourself, or share in your online profiles, provides information threads to follow.