Hi Nazih,
I appreciate your post. When I am concerned about privacy I use an encrypted tunnel to browse.
I have an account on vultr.com where it is possible to create virtual servers in various countries.
At the moment I have a server in London. I can easily create a tunnel from my browser to that server using two commands (in Linux systems):
ssh -D 8080 -N me@my.server.com
google-chrome --proxy-server=socks5://127.0.0.1:8080
On Windows, the first command above will not work by default. What I do instead is use the free software putty to create the tunnel, which is pretty easy. For example, here are instructions on how to do it for Firefox:
https://www.adamfowlerit.com/2013/01/using-firefox-with-a-putty-ssh-tunnel-as-a-socks-proxy/
There are also easier, less techy options, for example: hidemyass.com
Anyway, I am getting carried away.
After setting up my tunnel, all my browsing will go through an encrypted tunnel to my server in London. I will be appearing to browse the internet from London. It can be checked by one of the many "what is my IP" sites.
Because the tunnel in encrypted, nobody should be able to understand the traffic between my browser and my server in London. Good enough for me.
If I needed all the security that I can get for the privacy of my communications, I would look into tor, and live Linux distributions designed for this purpose.
Regarding applications such as Facebook and Twitter, they have lots of data bout us.
They should not share this data, except for cases where they would cooperate with law enforcement in the USA (or wherever they are based).
In practice there may be weaknesses in their systems that would give access to private data to unauthorised parties. Sometimes it makes the news, when big amounts of user data gets stolen or compromised.
Regarding applications that you install: It is routine to be asked if you allow "this applications to make changes to your computer" or something like that. I think this will give the installation program enough security privilege to install silent monitoring software on your machine. Now if you want to go "in depth" it can get pretty complicated, and I am not a specialist. For example, you may be running an anti-virus that will catch that, or there may be some in-built security feature in the Operating system that will block it.