First, in order to identify your game, an ID will be used. On Steam, that’s your Steam ID. On other platforms — GOG, Google Play, Humble Bundle, etc. — that will either be a custom username you chose, a randomly generated numeric ID created the first time you launch the game, or your machine ID — depending on the game. A machine ID is just an anonymous alphanumeric number that is used to uniquely identify your device. It’s used as a unique ID for player save files when the Steam ID is not available.
Second exception is the game engine used for Tasharen’s games: Unity. Unity does collect more detailed (but still anonymous) statistics about your hardware that are used to keep track of what kind of devices are used in the world in order for them to have a better understanding of where to focus their development time. The hardware data is completely anonymous, and is used to create interesting charts found at their website: https://hwstats.unity3d.com/
So that’s it! In short, Tasharen’s games don’t collect any data that may be used to violate your privacy in any way.
And that’s the way it should be.