content: Unless you use a multiple relay system(with other users with other destinations), it can be figured out who you're talking with(and not all protocols are created equal in that department - you can be traced on Tor fairly easily if somebody owns enough exit nodes, which the US government does). The content of your messages is a little easier to hide, thanks to encryption(but still susceptible to a man-in-the-middle attack if you didn't exchange keys out-of-band). Malware that communicates your data directly is probably the main concern in today's world - and it's not possible to defend against it 100%. All you can do is keep up with security updates and not download suspicious programs.