It is an issue for a lot of people particularly when they find that you have almost none. That's correct, certainly everything you do every web site you see, e-mail you send or picture is logged and recorded.
Worst however, all these details can exist for many years and got by anyone using access or the proper authority to see them. These logs remain in your ISP but also partly and web servers across the world - availability ranges from highly secure to non existent.
Additionally, every web site you access is likely to maintain it's own records. This data is generally employed for commercial reasons, to tailor uploading customer setting cookies or advertising to your personal computer without your knowledge. It's one reason why an effective Ip anonymizer has become an important tool for surfing safely on-line.