Pull up a soft chair and a warm drink, and find about an hour:
And if you use Android, Facebook, Apple, and quite a few other devices/sites or a computer you may want to spend some time there investigating privacy policies and options.
If you have a smartphone, under Settings/Options you'll find some privacy settings you can enable/disable.
If you break the law, you might as well figure all bets are off. They can get a court order or something...
I can see your angry by the all caps in your post. But seeblue1 is right. You need to police the apps and sites you frequent. By accepting to download these apps you agree to the apps terms and conditions which do include location sharing, even GPS locations. Another option would be to get a non smartphone device. Always read the info provided before you accept the download. All apps have it.