Things you can do.
1) Facebook - Use the privacy controls. Be aware that when you connect Facebook to accounts or use apps, you are allowing access to your name, profile picture, gender, networks, user ID, friends, and other information.
2) Cell Phone - Protect your phone data with a password. On the iPhone go to Settings and look for setting a passcode. On an Android, look for the location & security option. When downloading apps, be careful to only use recognized sources. Even then, be aware that you could be downloading malicious software. Are you being tracked? Make sure you read all permissions before downloading.
3) Run a firewall and anti-malware on your computer.