Generic Data Protected Reduction or something like that. Everyone in EU (those in UK too) knows about it due to amount of spam from all those services/pages you registered in the past.
I would not bother writing anything about it but we had a discussion (beer was involved) recently in a pub and I decided to blog.
So to make sure you know: there is some data stored in this system. Every time you leave a comment all that data you wrote is recorded. And can be used to identify author so we can agree that those are personal details, right?
If by any chance you want those data removed then write to me. With url of comment you wrote, from email address used in that comment. I will remove your email, link to website (if present) and replace your name with some random words (like Herman Humpalla for example).
If I remember correctly there is no other data stored in my system. All statistics done by WordPress are anonymous.