An excellent obligatory link whenever the frustratingly apathetic "meh, I don't mind" response comes up.

A couple of points I don't see on that page that I remember from a Glenn Greenwald ted talk (yeah, he had one of those!). He mentioned some anecdote about a kid singing and dancing in their room and discovering that they're being watched and immediately freezing up. The way self-expression gets limited, the way you can't give yourself the freedom to be yourself. (I think the point on the page that "you won't try or learn new things" kinda covers it, but I like Greenwald's way of putting it a bit better).

Also, again from Greenwald, an interesting and important thing is that even people who say this don't really believe it. It's one thing to say it in an internet comment. It's another to write down all your gmail, outlook, bank account, stuff on a piece of paper and hand it over to someone.

Lastly, another obligatory link: I've Got Nothing To Hide And Other Misunderstandings of Privacy