Paranoia is a very interesting, if completely useless, sensation. If you are being watched, what use is this to you to know it (unless you are doing very questionable things, law-wise)?
Ironically, it often seems to grow out of a desire to be seen, to be found important. Or to be more precise, a fear that you are not.
The feeling that someone is watching your every move, judging your existence is a very likely 'cry for help'. But why do we do it? Why do a lot of people feel like there is a sinister presence in their life, in the form of some big brother that is watching.
Another part is distrust. You can't trust the government, the people around you, the media. Of course you don't know them personally, and they haven't betrayed you personally. Everything they do is not directed at a single person, and therefore not personal.
Is it so required to give yourselves a place of immense importance in society, the one who is followed, traced and recorded at all times? Are we so egocentric that we feel we are the basis of our society?
Still, I know they're after me...
And now they know you read this!