There is no privacy on the internet. If you use it, some government agency knows or can find out in about a minute, who you are and where you are.
So, having said that, the real question is, what do you post, and what do you share if you decide to post. People who say something incredibly stupid (such as about a sitting president) are just asking for trouble. Don't be lulled into the dream that you can say anything to anybody and no one will find out. That is fanciful thinking.
Having said that, I don't mind posting pics of a gun, because I could turn around and sell it tomorrow (or not). I don't think posting a 'group photo' of most or all of my guns is a good idea, but some people do that and if you're comfortable doing so, hey more power to you.