In this contribution the notion of Big Data is discussed in relation to the monetisation of personal data. The claim of some proponents as well as adversaries, that Big Data implies that ‘n = all’, meaning that we no longer need to rely on samples because we have all the data, is scrutinized and found both overly optimistic and unnecessarily pessimistic. A set of epistemological and ethical issues is presented, focusing on the implications of Big Data for our perception, cognition, fairness, privacy and due process. The article then looks into the idea of user centric personal data management, to investigate to what extent this provides solutions for some of the problems triggered by the Big Data conundrum. Special attention is paid to the core principle of data protection legislation, namely the principle of purpose binding. Finally, this contribution seeks to inquire into the influence of Big Data politics on self, mind and society, asking the question of how we can prevent ourselves from becoming slaves to Big Data.