This is pretty straight forward. The only data I’m collecting are analytics to track pageviews, and IP addresses via the default server logs.
For analytics, I’m using Fathom in place of Google Analytics. Fathom is a privacy-first analytics library that purposely doesn’t collect any personal data from users. I’m using a self-hosted version
You can read more much more regarding their data policy or you can checkout the codebase on Github to get a better idea of how it works.
If you send me a message via the contact form, then your email, name and message will be stored in the Craft 3 database as well as being emailed to me (I used Fastmail.fm).