My understanding is that the most important data is the data you don't share actively. Instead your browser / app sends it unbeknownst to you. You don't "tell"

My understanding is that the most important data is the data you don't share actively. Instead your browser / app sends it unbeknownst to you. You don't "tell" facebook where you click and how you scroll, but they have that data anyway. The only choice you have is not to use the products.