People/Government gather information in many ways. Most “harvesting” methods rely on “keywords.” There are many people in the world that are monitored daily. The bulk of transmissions (by any electronic means) are snatched from major communication cables that enter and exit the US. Microwave transmissions are another excellent source of information.
Mining sites like Facebook and such is possible but require major effort.
Copying keystrokes on a electronic device (pc, tablet, phone etc) is possible from a distance. No keyboard cloning/software phishing is required. With a couple of dedicated sniffing devices I can stand down the street from a house and tell you what is being typed.
Sanitize your voice conversations is the one thing that will bring the best results.
A “book code” or a “one-time pad” are two of the best ways to send information and not worry about someone getting the message you want to be secret.