The collection and analysis of large volumes of data -Big Data- in the most diverse formats, from Internet browsing patterns to postings on social networks, allows stakeholders to make better-oriented decisions, solidifying the data-driven business standard. Nowadays, there is an explosion of information, whether through the internet and its social networks, or through corporate applications, as well as cell phones and smartphones, RFID reader tools and video control cameras for traffic, security, etc. culminate in a large mass of highly complex, structured and unstructured data. Such data are extremely relevant if it is taken into account that they can collaborate to indicate the type of purchase behavior of a certain customer until identifying a crisis in a sector of the economy, migration of consumers to the competition and outbreaks of infectious epidemics, such as the Zika Virus and the H1N1 flu. Turning attention to what is called Big Data is becoming more and more essential, for investing in new technologies, analysis methodologies and adequate software tools. Certainly, we currently have great strength in the information technology scenario, which mobilizes many individuals who research, talk about and seek to understand what it is, how it can be used and how this phenomenon called Big Data is formed. In this scenario, the debate on the right to privacy and intimacy becomes relevant in the face of the use of this information by companies and organizations, analyzing the vulnerability of the internet user in the face of Big Data and the national and international legislation on the subject, as well as aiming to explore and to describe how companies try to get to know their consumers better, through the analysis of data that are posted on virtual media.