Of course they did. Let's ignore for a moment that protest groups (like PETA) are usually considered some of the highest risks for terrorism; it would be irresponsible of the bureau to take the protest at face value and assume they have completely peaceful intentions.
It's people actually peacefully protesting injustice and corruption that scare the powers that be. A bunch of rowdies can be arrested or shot easily and to the relief of many. Old and young people singing songs and what not, that's much trickier. Ever read War Is a Racket? What makes you think Wall Street has peaceful intentions? What makes you think Wall Street doesn't cause a lot of death? What makes you think it's…
Frankly, I'm offended and disappointed that you've decided to turn this into a pointless personal attack. You already know you're being rude and belligerent, so moderate yourself instead of throwing out a condescending rant.
Take a look at http://en.wikipedia.org/wiki/Eco-terrorism for a few groups that the FBI has historically monitored (PETA IS on that list). Given that all of these organizations have been accused of actions that endanger the safety and property of other American citizens, the FBI isn't doing its job if it doesn't monitor them. The Occupy movement could easily have spawned destructive or violent protests, and being unprepared would have been irresponsible of the Bureau.