Wordpress is nice software for a lot of users because it's relatively easy in use. There's however a few privacy issues to think about.
By default Wordpress will look up avatar images on gravatar.com ... (more details later)
By default Wordpress will "ping" other websites after you post a post on your Wordpress based website. For that we have installed a plugin on squat.net called "Silent Publish". More information about that plugin here : http://wordpress.org/extend/plugins/silent-publish