For example, imagine someone convinced by the argument "nothing to hide nothing to fear". Would this example convince them that in fact they do have to fear something? "You might think twice about contacting or meeting people (exercising your freedom of association) who you think might become “persons of interest” to the state". I do not think so, after all, average Joe does not know such people.
The solution, in my experience when talking to sceptical people not convinced of the risks is talking about money. Imagine someone with the kind of knowledge we are talking about with mass surveillance. And imagine this person could inform your insurance companies. Do you still think that you have nothing to hide? One then must only show that data is never "safe" and could always be "leaked" to make a very simple, everyday example of why it is not in my (average Joe's) interest to be continuously monitored.