WordPress core comes with a discussion functionality, as you can expect from a CMS that started with blogging as the main purpose. On every post, users can leave comments (when enabled), and for the user profiles, a Globally Recognized Avatar is included in core or Gravatar. These Gravatars are hosted by Gravatar.com and contain personal information, this causes a privacy risk. For a deep dive into the implications, please read this article https://code.mundschenk.at/avatar-privacy/reasons/. To circumvent this issue you can choose to cache, and localhost gravatar images. You can download this plugin https://wordpress.org/plugins/avatar-privacy/ by the same author as the article for this exact purpose.
Check out locally hosting your Google Fonts as well to improve privacy.