Facebook probably knows more about you than you do. They collect and track pretty much everything you do on the site, so it's not that much of a stretch to assume they have more data than they tell you. If Target can predict when a girl is pregnant based upon what she buys, then imagine what Facebook can do with all of your 'Likes' and posts.
Facebook's Download Your Information feature is getting expanded after an audit last year by the Irish Data Protection Commissioner concluded that the company still wasn't doing enough. The feature was first introduced in 2010 and provides a limited archive of the data that Facebook has collected.
The expanded feature should provide more information such as previous names you've used, friend requests, and IP addresses from which you've logged in. The feature is relaunching today and will see a gradual roll out to all users so you may not be able to access it quite yet. Facebook is promising to add more categories of data down the road. The feature is accessed the same way as before.