Here is the incomplete list they provide. (@jsnell posted the link above).
General Account DetailsPurchase HistoryShopping Cart HistoryLicensesAccount Phone NumberSubscriptionsPreferencesLanguage SettingsMobile Push Notification SettingsVideo DevicesVideo BookmarksVideo Encrypted Content LicensesExternal Funds UsedFamily SharingWorkshop Payment InfoFamily ViewRecent Help RequestsRecent Third Party Site LoginsRecent Login HistoryDeveloper SettingsSteam Hardware RegistrationsTournament RegistrationsSteam Box Beta RegistrationsComputer Names
Community & Profile
Your ProfileEdit Your ProfilePrivacy SettingsFriendsSteam GroupsComments & Discussion PostsComment NotificationsDiscussions Subscription & Usage DataProfiles You’ve ReportedCommunity, Chat, and Discussion BansCommunity Moderator MessagesMy Group AnnouncementsMy Group EventsMy Activity FeedFriends Activity FeedYour Game Server Accounts
Inventory & Items
Your InventoryInventory HistoryGift & Guest Pass HistoryTrading Cards & BadgesTrade Offers & Offer HistoryTrade HistoryCommunity Market Listings, Buy Orders, and History
Steamworks Game Data
All Games, Playtime, and Personal Game DataRecently PlayedAchievementsLeaderboard EntriesTurn NotificationsRecently Played WithActivity at Steam Licensed Sites
Uploaded Content
Steam CloudScreenshotsArtworkVideosWorkshop FilesMerchandiseCollectionsGuidesGreenlightMy Uploaded Content Votes
Store
WishlistReviewed GamesYour Vote and Tags on ReviewsYour Reports on Game ReviewsCurators you FollowCurators you IgnoreMy Curator ReviewsCurator Connect Game OffersMy Curator Recommendation List and ItemsDiscovery QueueDiscovery Queue HistorySocial media linked accountsOther linked accountsLoot Drops and Giveaway ParticipationsGame User Tag VotesMy App ReportsEmail PreferencesOutgoing Email
Store & Community Events
Sale ParticipationMy Sale VotesSteam Award Nominations 2016Steam Award Nominations 2017Spring Cleaning Event 2018Community Events Followed or Ignored
Broadcasts
Own BroadcastsBroadcast PreferencesViewed BroadcastsReported BroadcastsBroadcast RTMP Settings
Chat
Your call as to whether its cool that Steam tracks and can view your private messages to your friends for example.
They track a lot and this is just the out of game stuff for the Steam platform. Many games (including Valve’s) have far more telemetry about what you do in your games, even single player.
Again Steam is simply following the games industries now standard practice. I think that practice needs to change.
Even of you are cool with it all, its worth at least a look and see what they are recording about you.
This doesnt mean Steam is out to get you, or Epic or anyone. In the same way Facebook isnt out to get you. Just that once that data is stored, well, its only a matter of time before something bad happens isnt it? Even if they are great people that data will get stolen or hacked one day, that seems inevitable.
You dont have to subscribe to my “stop telemetry” position. But you should be aware of whats going on.