[Hawk]

I have to agree with PapaST. Any time you connect to a network, your device name and MAC address (nothing to do with Apple) is recorded. In some cases, more information can be gathered, but generally just the device name and MAC address.
The only time you have to worry about what information is gathered is if you are doing something illegal, like hacking someone, or looking at child pornagraphy. Hopefully, you don't do either...