You hold your data in a safe place - a place you have 100% control over. Not inside Twitter, not inside the cloud, not on a VPS. This might mean your data is on your node running in your closet. Which means it is not accessible from the outside world. Nostr clients cannot connect to your node, since it doesn't have a public IP. Plus you don't even want random strangers to know your node's IP address.
So what do you do?
You talk to these random dudes that sit on the street all day long and answer questions to anyone passing by.
You tell them ... "if anyone asks about me, tell them I said this and that." That's it. These dudes might come and go. Nobody needs to know who they are. The whole point is that they don't need to be trusted, because the messages are signed, so these shady dudes cannot alter the messages. Also, nobody needs to know where exactly you live, all they need to find is some random dude knowing something about you.
Don’t trust, just verify 🤓
What I don't like about this characterization, though I may have to live with it, is that this random dude on the side of the street doesn't just give me message to people asking for it, but he'll give it to everyone passing by unless they specifically avoid it. (ie they have global feed turned off and only see people they follow in their own client) Maybe this is an issue with the message I give him, and not with his model of telling anyone everyone else's business.