Not just your weaknesses, but your strengths
I'm not surprised that Assange realizes how dangerous this kind of stuff is. Let me throw two scenarios:
1. Someone asks to be your friend. Not someone you know well, but maybe someone who went to your school and whose name you recognize, so you 'friend' him. Turns out he's actually an investigator who got one of your school yearbooks and checked to find out who wasn't already on Facebook, registered for that person, and voila. Now he has access to your so-called friends, many of whom actually are friends going back many years. Maybe he has to play the game a couple of times to get the correct contacts networked in, but can you imagine the dossier that can eventually be compiled if someone is serious about going after you.
2. Someone wants to manipulate you. From Facebook they may be able to recognize your weaknesses, possibly even find something embarrassing or illegal that can be used for blackmail, either directly or by nudging you into a position of greater vulnerability, but that isn't all. Even your tastes and strengths can be used against you. My own pet theory is that Assange himself was set up based on information about the kind of women he liked. Maybe I need a tin hat, but I don't like coincidences and I can certainly see where certain powerful people would have been getting increasingly uncomfortable about Assange's activities.