As long as you keep the 3G and wifi turned off, you should be safe. Amazon does collect a mountain of information on its users, but it's all, as far as I can tell, in order to better tailor their sales pitches to each particular customer. Since just about every vendor does the same, I don't worry too much about them. I can't promise you that someone working for any given vendor won't misuse any personal information that they come across, but the chances are so slim, I believe, that it's not worth laying awake nights thinking about.
My Kindle wireless is always connected.
