I think you have to break it down a little. There is potential harm to you individually, further broken down by "legitimate" parties with access to the information, and then problems where that big pile of data tempts hackers to steal it. For the latter, think of the time and location history of your children gleaned from photo location data (or the location data of their cell phones). Or just patterns that indicate when you're on vacation.
For the former, I agree it's a little hard to find realistic examples that don't involve having something to hide (but if you do, those are easy: porn history, extramarital affairs, time spent goofing off on various websites, surprise gifts, pregnancy, financial problems, stalkers, ...) Still, do you close the door when you take a shower? Do you sing in public? Do you disclose your salary in casual conversation? Those might seem silly, since the discomfort there mostly hinges on fully public disclosure, but the data are getting shared so widely now that it's getting easier and easier for the data to escape to places where they can be pulled up by someone who is bothered by your NextDoor post.
The other main category is the problems with massive numbers of other people's data being available to these companies. Those are more societal effects, like segmenting the population, radicalizing us, and setting us against each other. Outrage culture. Hyperpartisanship. Phishing. Vulnerability to external trolls/griefers/fake news publishers. Functionality being lost because it's overloaded by targeted spam. Harassment of minority groups (heck, you only need preferred language for some of that, though purchase history would reveal a lot more.)