I've been polled many times by telephone. Usually statewide polls. If I think it's a legitimate poll, on policy or elections, I participate. Sometimes it's a "Push" poll, where they really just want to deliver a message, and the questions are an afterthought. It's pretty easy to figure those out quickly. I say thanks, but I've changed my mind, on those and hang up. Don't participate in any others, like product polls anymore. Been through that. Once was enough.
If it's a legitimate poll, done by professionals, they usually try not to ask personal questions that can identify you. I actually had to participate in doing polling once and know how hard it is to get responses, so I guess I'm more sympathetic than some.