That's an interesting question. A lot of people assume that when they write something in social media, their whole life is present for anyone to see.
Pieces are present. For example, you might sign up with a user name, you might provide an e-mail address, you might provide geo-location—Canada, Alberta, or something like that. In most cases it's a very tiny bit of information that is released. As social media researchers, we pick up that data, where it is available, for the purpose of aggregated data, so that we can say this percentage of people from Alberta share this opinion or this percentage of people from Ontario share this opinion.
If the information goes beyond that, in terms of a written report to a client, we take great efforts to make sure that whatever personal information shows up in it has been completely masked. There are no user names in reports, no photos, no e-mail addresses. Even in what someone has written as a tweet or a status update, the wording has been tweaked so that you can't identify what the phrase was originally. If someone were to have said “I really love Nike shoes”, the phrase might be transferred into “I really like Nike shoes”. It's just a few minor words, so that the general phrase is still there but there's really no way to match it back to the person who originally gave that information.