This. Exactly.

Assume that EVERYTHING you use of the large software companies including Amazon, if it has web access, is aware of you and that your activity can be tied to you if they really want to. That includes your operating system, web pages you visit, emails and texts you send, all apps you use on phone/pc/mac, and artifacts you download like ebooks. Every. Thing. There are a few ways to be COMPLETELY anonymous and stay online--but it's much much harder than one would think. And for most of us, it's impossible, it's too much hassle even if you try to do all the things you'd need to do. I tried a 6-month experiment being completely 'anonymous', and it was sheer hell all the additional hoops I had to jump through. The linked article gives a pretty good overview.

The actions to take are not complicated though. It's the stuff you learned from your parents when you were 5 years old: (1) Don't steal other people's stuff, including ebooks, and (2) Keep your front door locked when you leave the house (and keep your ebooks secure). Then you have nothing to worry about, and 99.9999% of us are not going to have a problem.

And if you REALLY want to be 100% sure--don't DeDRM your books at all. Lock yourself in with one of the big ebook providers like Amazon or Google or Kobo, and use only DRM'd books from their store.