The Internet
I am always with you, yet invisible.
Connects to the smartphones in our pockets and could theoretically be received anywhere on our planet's surface.
I bring you happiness, sadness, anger, everything.
We get invested in things like online shows; also a common format for communication, which can be emotional; finally, we can order tangible things on it (everything)
I pretend to live in the real world, yet only live virtually.
It is intangible
I bring you your memories, and from others, everything.
Gotta love them facebook memories and things of the like
I am loved, yet hated.
It is arguably the greatest revolution since computers themselves, but it can also harm lives in many ways - social media FOMO being an obvious one
I bring you topics, news, everything.
It is the global information system
I collect everything I want, yet limited by law.
It can ask for information from anyone and store it almost anywhere. Lately, limitations have been rapidly placed on it, especially in light of the Facebook privacy scandal (thank you, Zucc, for the memes)
I am influential, the controller of society.
Being the information system, it has 'control' over information flow and who sees what, bolstering opinions and even controlling how people spend their free time.
And if I were given more, I will know you better than yourself.
Algorithms tend to collect information about people and refine what they see beyond what the person knows they are looking for. Ever had an ad pop up for something you didn't realize you wanted?
Since I am the connection, I will share with others.
Again, major information system including this sort of social information.
Because hey! Sharing is caring, right?