Probably not, in general. The Internet itself presents a mystery for most people if they arrive to it without understanding how it operates. For example, a few years ago no one I talked to knew what “cookies” were. They thought it was the usual thing. That's because when we buy a computer, cookies are automatically set as default. You never see the word “cookies”. It's not there. Information is being gathered to every website you visit, and that's not known. Then, of course, you start receiving information. “Spam” has become a common term now for the vast amounts of information sent to people, because information is being gathered from their activities and is unknown to them.
Everywhere you go.... The most common search engines gather information about your searching behaviour. Google has enormous amounts of information about all of us, about how we search, the things we're looking for. The argument, of course, is that they want to improve their methods, they want to be more responsive. That's always the argument for gathering information: it's for your benefit, because you need better access, better quality of information and so on.
The question here is, how do people become informed about all this? Who's going to tell them? Well, you might think you could go to a website and look up the privacy policy of the people who are running the website. They vary from being totally incomprehensible to saying nothing. Mostly that's the case, because most Canadians go to U.S. websites and there are no privacy regulations in the U.S. You depend on the private sector to perform admirably because they don't want a black eye from being accused of something.