Privacy allows us to be who we are. When we choose to tell people things about ourselves, we are in control of who we would like to be to the outside world. It is up to us to decide what info to keep to ourselves and what to share.
Also, privacy offers us the freedom to think and act without being afraid of repercussions. We want to be able to join an event, for example, without having to answer to an authority afterwards why we were there in the first place. We need to be able to be anonymous at times.
Lastly, good privacy rules and regulations ensure our safety. We need governments and enterprises to be transparent about the data they keep, use and share. Only then can we trust that our personal information will not be abused.