i use blockchain.info as my bitcoin wallet
can they still spy on me with that?
Going through the web make you even more traceable. However if you can register without giving private information, use encrypted email and vpn to connect, you may be able to negate that part.
Still, whenever you interact with websites, wallet to a wallet, you create traceability. You need to wear gloves for everything and the best is to avoid doing anything traceable. The level of anonymity you really need depend on what you're doing and who/where you are, however.