Just because you're taking a survey from a company or live person doesn't mean they are legit. It could be a survey scam. The best way to figure out if this market research company is on the up and up is by the type of set up questions they ask. Yes, many survey sites require some personal info, but this is usually so they can let you know when other surveys have been released.
However, if they start to ask about more personal information like bank accounts and credit card information, you should be a bit more wary. In most cases there should be no reason why you should have to release confidential stuff like your social security number.