If you choose to create an account, the personal data you supply will be held by WordPress under the terms of their privacy policy. It will not be available to any other third party and will only be used to maintain your user account. If you choose to set up email alerts, these will be delivered to you by Mailgun under the terms of their privacy policy. You can delete your account and remove your data from WordPress and Mailgun at any time by deleting your account on your account settings page.