The ability to share social network data at the level of individual connections is beneficial to science: not only for reproducing results, but also for researchers who may wish to use it for purposes not foreseen by the data releaser. Sharing such data, however, can lead to serious privacy issues, because individuals could be re-identified, not only based on possible nodes' attributes, but also from the structure of the network around them. The risk associated with re-identification can be measured and it is more serious in some networks than in others. Various optimization algorithms have been proposed to anonymize the network while keeping the number of changes minimal. However, existing algorithms do not provide guarantees on where the changes will be made, making it difficult to quantify their effect on various measures. Using network models and real data, we show that the average degree of networks is a crucial parameter for the severity of re-identification risk from nodes' neighborhoods. Dense networks are more at risk, and, apart from a small band of average degree values, either almost all nodes are re-identifiable or they are all safe. Our results allow researchers to assess the privacy risk based on a small number of network statistics which are available even before the data is collected. As a rule-of-thumb, the privacy risks are high if the average degree is above 10. Guided by these results we propose a simple method based on edge sampling to mitigate the re-identification risk of nodes. Our method can be implemented already at the data collection phase. Its effect on various network measures can be estimated and corrected using sampling theory. These properties are in contrast with previous methods arbitrarily biasing the data. In this sense, our work could help in sharing network data in a statistically tractable way.