..we leave a trail every single time, unless one learns how to cover one's tracks. it's not an easy trail to find, and takes privileged access to the inner workings of some node in the communications infrastructure, but it's there and it's always been there since the early days of email. since the BBS days for that matter: unscrupulous sysadmins have always been in a position to abuse their power.
anonymous et al has demonstrated that it's possible to gain that kind of access without being granted the authority to do so.. that it's possible to simply *take* that authority, if one can find a way. it might not be super-easy, but there are ways to the savvy and determined. that is one sort of worrisome.
another kind of worrisome.. Verizon et al are being required by law to make it super-easy for the Spies to do so.. and i think that's what makes gov't snooping more worrisome.. we opted into being tracked by Google, Facebook, etc. when we agree to the TOS. i don't remember opting into the NSA.
but both kinds of worrisome accessiblity to our data are side-effects of the basic infrastructure of electronic communications. we're generating more and bigger data, and corporations and the Spies are both finding ways to mine that resource to profile us.. either for targeted ads, or targeted drone strikes.
point is.. if one wants to whisper in this environment, one must go out of one's way to do so. it is foolhardy to assume that insecure lines of communication are secure.