1. Never give out identifiable information in a public forum. Where you live, what your house looks like, the places you visit locally, what you look like. Anything that has an address or a unique name. For example, "I shopped at Best Buy yesterday" is not easy to identify because there's so many and it's such a vast company. "I like to go to Mcgillicuddy's Bar" well that's much easier to narrow down. Even sharing a picture can be a no-no since newer cameras sometimes have GPS data built into the EXIF image tags and tell you exactly where you took the picture within a few feet. You need to know what you're giving out before you do so. EXIF data can be stripped.
2. Use separate e-mail addresses with separate and hard to remember passwords. I have several e-mail addresses for this exact reason because I don't know who to trust and who will spam me. Google and Hotmail make this easy. Hotmail has aliases which is basically another e-mail address in your e-mail address. And for the love of god please don't use the same password on every website with every account.
3. Be aware of tracking cookies and other bull****. If you're using firefox you can get addons to prevent people tracking you. Adblock and betterprivacy come to mind. Chrome also has extensive plugins though I'm not aware of them and surprisingly even Opera has add-ons as well. It's the most secure browser and it's coming along very nicely. Version 12 looks fantastic and I'm sure in a few months will make Firefox obsolete. Perfosnally I don't trust Chrome since it's Google's browser and it's designed to monitor you for ad revenue and data mining purposes. Who knows what else.