Q: Do you have 'nothing to worry about if you have done nothing wrong' when it comes to blanket surveillance of people?
A: No, that's too simplistic. First, not all laws are just. There are some things some people want to do that are perfectly harmless, but that are illegal. Blanket surveillance, although it's currently meant to curb terrorism, could ultimately be used to reign down on people in all areas of the law, like an iron fist, or like the Big Brother of 1984. Why should we think it wouldn't eventually evolve into that? It's a slippery slope. Knowing the government, it's probably something they'd eventually want to do. And that's to say nothing of laws that could be made in the future against things that are in essence totally harmless.
For another thing, global surveillance means you could be put on a terrorist watch list for just saying the wrong thing online, buying the wrong item, etc., even if you're totally innocent. And that means possibly be putting on the no-fly list, etc. So you could end up grounding and unable to travel to some places for doing something that broke no law and you wouldn't even necessarily know what you did, it's unpredictable.
The bottom line is that with blanket surveillance everybody has to be on their toes, you can't feel safe just using the internet or a cell phone, and it should be obvious to anyone that in essence the practice is highly authoritarian/totalitarian.