Something really freaky happened to me back on Reddit. I don't think I posted anything that was too personally identifiable. About as close as I'll get is saying that I live in red-county in Colorado and am a Broncos fan. Then one day on a fairly niche gaming subreddit, I mentioned how close something in the game was to a nickname that people called me at work, and said something like "hopefully my coworkers never find out about this in the game or I would never hear the end of it." Then someone responded, "see you at work on Monday [my first name] ;-)"
I still have no clue how that happened. I went back through every comment I had ever made and not once did I post where I worked or what my first name was. I'd never once told any of my coworkers my reddit user name either. It was a bit of a privacy eye-opener for me to realize that even if I thought I was posting anonymously, someone could still potentially find a way to tie my online persona to me.