I've written before about the fact that all your data on the internet can become public at any time, and the fact that on your phone or other devices, "apps" can be disclosing your location or other information. Another thing to be aware of is that photos that you place on the internet can leak information about you as well.
What sorts of data are available in photos? Your camera puts in statistics about the photo itself: size, resolution, color data, etc. There's also information about the camera, information about the environment (including, in some cases, GPS coordinates), and date/time stamps. Some cameras apparently even let you "tag" photos, with things like the subjects/participants.
What can this tell other people about you? Well, that flattering and innocuous picture you put up as your profile picture on Facebook might have the GPS coordinates of a bar or nightclub. A collection of your pictures, tagged with location and date information, could let people know you travel a lot to expensive locales. Tagged pictures with names help others calculate who your friends are (or other people you hang around with). Sometimes information that's stored in just one picture is no big deal, but the photos in the aggregate can paint a picture of you that you might not expect. Read the article; you should at least know what can be in the photos.
Of course, photo upload sites like Flickr and Facebook could help you by purging that information for you. As a matter of fact they typically do when they convert your uploaded photo to another format or size; however, if the original file is still available for download, the information your camera saved in there will travel with it. And of course if the site may keep the original, or the data from the original, for its own use. You may decide it's not worth the trouble to sanitize your photos before you share them - but I think you should at least be aware of this issue.