Any uploaded images may contain exif data. Anybody viewing the website can download the image and look at any exif data attached. It is good practice to remove exif data before uploading images to any website.
On a page with embedded external content (Example: youtube videos). Embedded content works the same as if loaded from the external website directly. In an attempt to protect your data, this the content will only be loaded if the user clicks the 'view video' button. Once clicked, the third party will have access to all data that would be obtained if the content were directly accessed on the third party website.