I just partnered with a company that is conducting a Facebook ad study. They sent me this CanaKit to attach to my computer in order to observe advertising info on facebook. I am not a programmer or in IT and have no idea if this is a good idea. Can someone who is more familiar with the device let me know if there is a reason I should be concerned and not proceed?
How much do you trust this company? You don't specify how this device will be connected to your computer, but I assume that it will be able to see every site you visit - this would include your bank, medical info, what you shop for, your email etc. Therefore, your question comes down to are you comforable sharing this info with them, and any person/group they may share or sell your info to.
You may also want to read very carefully their TOS, and search the web for tracking beacons used by facebook and others to track your web activity. You may also want to read the story about target outing a teen mom based on her purchase history.
The Pi itself is not unsafe to connect to your computer/network, but without knowing the software it is running there is no way of knowing what other issues it may preesent. Can they turn on a microphone or camera remotely. Can a vulnerability in the software allow others to access your data? or other computers on your network. What does the company value more data or security. Do they harden the Pi and its OS to protect you? How do they protect the data both on the SD card and while in transit? How will they provide updates to ensure your security/privacy.
You don't mention what you will get out of this, but you are trading your privacy for whatever it is. Is the loss of privacy worth the $100 that the kit costs? Remember there is no such thing as a free lunch.