The summary: it is possible to collect very large amounts of social data without anyone’s knowledge or permission. What Cambridge Analytica did was trivial, a drop in a large bucket. See RecursiveExhaustion.com for more information.
The easy explanation: start with some data about you. Combine that with similar data about important people, places and institutions in your life. Do that for everyone, every place, every institution, forming an enlarged data record for each. Boil off useless and conflicting data. Repeat until your supercomputer installation runs out of disk space.
Optional: from time to time, do this on the transpose of the database, thereby increasing the number entities described.
I am in the process of updating my many websites, pages and posts to reflect the consequences of this process, which grows exponentially in the literal mathematical sense, not as a synonym for “very fast” as in popular usage. This is an endless process, so
if when you find something out of date, please check in again later.