Yes. If you am uncomfortable sharing my real name, you can always delete your account. Similarly, if you’re uncomfortable making your profile and cover photos public, I can delete them. If you are uncomfortable making your network public, you can leave the network.
Yes. You can access most of you personal data stored by Facebook by logging into your account and viewing your timeline and activity log.
You can also download a copy of your Facebook data in an expanded archive through a link that’s provided on Facebook’s website.
Yes; it mentions TRUSTe and EU Safe Harbour.