When you visit this site, like every other site on the Web, the server logs that visit along with a few details such as user agent, operating system, IP address, and other miscellaneous information.
I don’t do jack with it. I think my current host won’t even set up a log analyzer until I ask them to and I haven’t done that.
I also don’t run any analytics like Google Analytics that plant a bug in the site and send all such information off to them as well so they can monetise you me and everything else. That said, I am currently serving fonts using the Google Fonts API, so they have their claws in there. I apologise.
I will from time to time embed an external video from a service like Vimeo or YouTube. In those instances those sites will receive all similar information and do with it whatever their policies dictate this week. I apologise.
I think that covers just about everything.