I use Google Analytics to track your IP address and roughly whereabouts you are in the world. I do this so I can get an idea of the volume of visitors and whereabouts they come from. They leave a cookie on your machine.
Nothing.
If you email me I obviously have your email address in my mail client and Office 365 mail server as implied by your action of emailing me.
If you phone me will have your number. If you don't have caller ID enabled, I won't answer the phone in which case you are welcome to leave a voicemail.
Any purchase details are processed exclusively by PayPal. They do send me your email address, which is a good thing.
I rarely check my voicemail. I believe in talking face-to-face or ear-to-mouth. Rather email me to get the ball rolling.