Seriously, go do it! You might be surprised about what you find, especially if you are someone concerned with your privacy. Or with your online reputation, which these days equates to your reputation, period. Remember to put your name in quotes for more accurate results, and log out of any Google account prior to searching.
Keep in mind that most of the information you find about yourself online was originally put there by Y-O-U, particularly if it was through one of the social media platforms like Facebook or LinkedIn. There are plenty of sites out there, though, that gather all that information together in one place for the entire world to see — Pipl, for example.
In any case, you do have some control over what is out there. You can change the privacy settings on your own social media accounts (or remove information entirely), though that won’t get rid of it elsewhere once it’s been collated. You may have to visit each “aggregate” site individually to request removal of unwanted public information.
If that seems like too big a chore, you can always hire someone proficient in online profile management (such as your friendly neighborhood web designer) to attempt a clean-up for you. And all of this holds true for businesses as well as for individuals. Check out this infographic from PR-Daily for some online reputation specifics.