The first response to "I don't worry about surveillance, I have nothing to hide" should be "Cool, what's your ATM PIN?" If you think you have nothing to hide, you're not thinking very hard. There are things you hide right now whose secrecy is such a natural part of your world that you don't even think of them as secrets. They're just private, personal details or actions that are hidden by default. They're not secrets because they're shameful. They're secrets because they have to be for the world to work. Those are the things you should think about when people talk about NSA-level global surveillance, not your empty criminal record.
Mokalus of Borg
PS - The next question is usually "But why would they even be interested in me?"
PPS - In response I ask, "I don't know. Has anyone named like you ever done anything bad?"