Repeat after me, "nothing to hide, nothing to fear, nothing to hide, nothing to fear".
I remember seeing a TV show some years ago about governments collecting data and they interviewed a former Stasi agent. He commented that if the government has the data it will be misused at some point and the only way to stop the misuse is not to allow them to gather the data in the first place.
When the government and big technology firms gather data and keep it forever, and we regular people clear it out every once in a while (because we don't have the means to maintain the storage to save every single thing) we don't even have the raw data to explain what it really means, in the event a hostile government tries to present the data as being sinister.
To take an example, the GPS history on your phone shows you driving 20mph over the speed limit on the wrong side of the road at 11pm, on the 28th of June 2017. This looks like you were driving drunk. Can you prove otherwise? Maybe you were overtaking something and were as sober as a judge, and dropped your speed as soon as you completed the overtaking. Good luck proving it - weaving across the road while failing to maintain a consistent speed looks a lot like the way a drunk might drive.