There’s an old saying – “once it’s on the web, it isn’t coming out”.
To be blunt, make sure you’re not putting too much information out on the web. People will also attempt to find information through means such as community profiles, Facebook, Twitter, Raptr, or other such gaming communities. It can be as complex as someone stalking you over the web using your alias, Gamertag, or description in your Xbox Live Gamer Profile, to find PII to use against you in a hack attempt. Social Engineering can be as simple as someone you know finding your password written down near your computer.
This goes beyond the typical “do not respond to random Xbox Live messages of people asking for your password promising Call of Duty prestige levels”.