"What would Jefferson do?"

Although I have to admit, having grown up in a non-US society, that I don't get the big deal over privacy. Why shouldn't the gubmint know anytime anybody acquires a deadly weapon? Wouldn't we all be safer if they did? What does it matter if they know where you're driving on what toll roads? As long as you don't have a kidnap victim in your car, that is... so what if they know I hang out at the Mudcat? As long as I'm not doing anything wrong, why should I care who knows what I'm doing?