Social media

1/ "Media" (in this sense) is a collective term. Although it includes many types of media, the term itself is singular. (Again in this sense, though obviously in a literal sense "media" is the plural of "medium".) However when you speak of "social media" you are referring to the collection of all social media. It is therefore (conventionally) "is" rather than "are". This is an issue of usage rather than grammar.

2/ The use of "so" in expressions like "so useful" is becoming increasingly common, but it's still not (yet at least) correct English. You can get away with it, but words like "very" or "highly" sound more educated.

I heard in a movie this guys who says about social media that this one has made a society of stalkers.

That sentence has a few problems with word order. Also I'm not sure what "this one" is referring to; the society, or social media in general, or one social medium in particular. You could say it as:

"I heard a guy say in a movie that social media has made us into a society of stalkers."

Unfortunately that's true, we could know almost everything of about everybody, and that's so sad. I think that George Orwell was right.

Except maybe for those of us who don't even have a Facebook account, and probably never will...

It's not completely wrong to use "of" to speak of things that you know about a person, but you wouldn't use it for facts and figures. "Of" would usually be used for more personal knowledge, like "I know a little of what motivates her..." but if you were referring to a hard fact like someone's employment it would be "I know about his job". It's a bit like the difference between "sapere" and "conoscere" (but not exactly). For things like you are describing it would always be "sapere".

Social media