Back in the 90s a woman ended on a watch list for no apparent reason. It turned out the FBI was scanning emails looking for keywords.
In an email she said her kid had bombed in a school play and the word bombed put her on a list.
I think the program was called Dragon.
Foreign adversaries have set up bogus cell phone towers to intercept communications.
China set up servers that routed global email through a surveillance process.
When email first became common many of us learned the hard way to never put anything you do not want known or repeated in email.
All that being said, it is not the government you really need to be afraid of, it is corporate data collection and analyses.
A bank's AI that autonomously derives a profile of you can affect ability to get a loan.