Your details are encrypted and held privately within the website database. Admins and moderators are unable to see any details other than username or email addresses which are not stored externally or used in any form.
The only cookies are used to keep you logged in (if you choose that option). No advertisers are in place and so cookies are not stored to personalise your visit.
No messages are sent unless it is an important update that everyone must know about. The only time a mailing list is used is when users have signed up to play one of the games. You can be removed from these at any time.