You have the right to request access to inspect the personal information a company stores on you. At least, in the US. And I believe the UK and EU as well but I can’t speak as much to those.
If you want to be truly terrified (or enlightened, however you prefer to think of it), pick any big company that you’ve used and request all the data they have stored on you. The amount of data they’ll have is STAGGERING. Certainly hundreds of pages, possibly thousands. It’s insane.