Privacy is a fundamental human right in the digital age. With the proliferation of intimate health technologies, such as data-driven apps and connected devices that track bodily care and sensitive topics, privacy is increasingly critical. In this paper, we explore the complexity of intimate data and user perspectives and the choices they make to protect themselves. We introduce a story completion study with 27 participants to examine individuals’ concerns about data privacy, their protective or avoidant actions, and the potential mismatches between privacy concerns and actual behaviors. We suggest future research that combines User-Tailored Privacy (UTP) and participatory threat modeling to create privacy solutions that account for users’ needs and the potential risks and harms associated with the use of their data.