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markinkansas "Smart" TVs and 'speakers yes - they are connected to companies like Google whose clients are advertising-agencies and the like.
Cars? Possibly - if they rely on Internet access. That is a fear with the low-cost Chinese-made EVs. One threat there may be trying to analyse journeys to work out if the owner works in a delicate areas like defence manufacturing, military base, airport, etc.
GPS: no. Unless within a portable telephone so...
.....
Cell phones: No, unless someone is intercepting your calls. The common fear is that they trace your location. There is a grain of truth in that the telephone has to transmit its own location so the system can work. It does
not prove who has the telephone there, nor does it give any hint why or what the holder is doing. You can help yourself by not being a slave to it.
I don't recall all this worry when CB Radio was a craze!
{i]Anything with a micophone or camera[/i].
Anything? ONLY if it is connected to a system sending the signals away somewhere. So front-door intercoms and cameras, baby-alarms, reversing-cameras and windscreen cameras on vehicles, any fully-contained speech recorders, or isolated digital cameras etc., are safe by not being connected to the Internet.
Theoretically, if connected wirelessly (a short-range radio link) some might be listened-in on but the eavesdropper would need be very close and the information they'd obtained would be pretty thin! Still worried? Use hard-wired versions.
VR headset: I know little about these but why would they be a threat? I can't really think how they might.
Most people's
privacy weakness is .... "social media"! Also routine or frequent on-line shopping and commercial web-siite browsing, but it will be influenced by the nature of the sites you use. The big boys are likely to be interested only in your use of the big boys in retailing.
And of course buying a gadget like an Alexa and leaving the wretched thing switched on. Easiest protection? Don't buy such things! You do not need them!
The most dangerous
security weakness? Announcing on chat-sites future planned or regular absences from home, displaying valuable property, and the like. Giving away enough information for people intent on malfeasance, deducing your identity and location
I know of someone some years ago completing a massive craft project, as a hobby, taking many hundreds of hours and a lot of expensive materials. Rather rashly he posted photos of it Facebook. This elicited strange enquiries of its monetary value - he had said nothing about selling it. He was astute enough to realise his mistake, and not to reply but to block and delete them. Others could have been caught out and offered some estimate.