The main thing is if you have facebook ever on your computer,... you know when you visit other websites they seem to offer ads that know about you? That is all connected in with the facebook cookies.

So, if you use your computer for facebook, and then use it for a bitcoin transaction, they know who owns that account.

And if you buy from amazon then they know your account and address.

The thing is that the NSA is less than 1% of the population. They do not have the manpower to look into everyone. So, all the people that they do hit, are just basically unlucky. But, that is even better for sewing fear into the population.