Privacy is an issue of concern for most of us who use the web. I know it is one of my greatest concerns. I do a lot of research when I write an article so I am in the Web a lot.
The best thing to have to protect your privacy when you are on line is a good virus checker. Viruses usually do not pose a privacy issue but a good anti-virus program will check and remove Trojans and Worms. There are Trojans that can open your computer up to a remote control by anyone who has the software. They can do anything they want with your computer. This is the most common way to get information. You can avoided being infected by not ever running attachments from anyone but from people you know, download software only from reputable sites, run a virus checker on all new programs you install, update you anti-virus software and check your system often.
Another way is not to let other people use your computer unless you want them to see everything you have on your computer. Do not write and store passwords that can be found easily.
Windows is one of the least secure systems that have been made to date. However, there is a way to avoid this problem and that is by using a firewall. Firewalls make your computer almost invisible to anyone on the web. Zone Alarm is a good firewall and they have a free version. I use this one on my system. You can get this free version at https://zonelabs.com/.
Another problem is SPAMMERS, and they get email address from anywhere but mostly from websites and newsgroup postings. They also can get them from you. Have you ever forward on a joke or virus warning or any email to another email friend. Did you ever stop to think whom that person is emailing it to? It is easier to cut and paste then to forward email with a couple of hundred email addresses on them. I receive email from a friend that had 52 different email address. So be careful what you send.
Another problem is email virus. They come as attachments and once you open the email it is then sent to everybody in your address book.
Watch what you post to discussion lists and do not give out any more information then is necessary to finish whatever transaction you are doing. Sign up for things that you actually want and not what you do not want.
The best advice is just be careful what you put on the web, what you sign up for and never open mail unless you know the person who sent it, check all new programs for virus before you install them and update and use your anti-virus program on a regular basis.