They are always watching. Always collecting your data and trolling through it looking for things to use against you. You might not face consequences from the ongoing surveillance, but it never stops and something as simple as being in the wrong place at the wrong time or typing the wrong combinations of words in a search engine can be enough to get you questioned by police.
You can always make choices that will make your situation worse, but no matter what you do or don't do there's really no telling what might cause you harm.