I don’t collect any more personal data than I have to. If you leave a comment, I collect the comment (duh!), plus your IP address. If you join a mailing list, I collect your email address.
WordPress sets cookies in your browser if you don’t prevent it, but that’s for your convenience: it doesn’t tell me anything.
My Apache HTTP server logs HTTP transactions in a boring and impersonal way for boring and impersonal debugging.
That’s about it.