You have the ability to toggle your Data Privacy Controls as you wish by going to User Settings -> Privacy and Safety. It looks like this:
Usage Statistics
Turning this off means we will no longer track how you use, and/or navigate Discord outside of essential data necessary to provide the service. Essential data includes, for example, the fact that you joined a server — we need to know that to provide you access to the server!
We use usage statistics to improve Discord and to make it more pleasant for you to use.
By disabling this setting, your account will be ineligible for feature experiments that are used in testing. Your information will also not be included in server-level experiments such as Server Insights. It will also prevent us from automatically improving your voice quality based on your usage.
Once turned off, any previously collected data will be anonymized and is unrecoverable — even if you turn this setting on in the future, your past usage statistics are not tied back in.
The nitty gritty: when you turn the flag off, the events are sent, but we tell our servers to not store these events. They're dropped immediately — they're not stored or processed at all. The reason that we chose to do it this way is so that when you turn it off on your desktop app it also turns off automatically on your phone - and vice-versa. This allows us to keep things the same across all of our apps and clients, across upgrades.
Personalization Data
Personalization data is used to make your specific Discord experience better for you. We use this information to update and maintain the Active Now section of the Friends Tab. We're still working on other features that will use this data as well, but they're all kind of hush hush and secret so we can't talk about them now, but we'll have more to announce soon.
Once turned off, any previously collected data will be anonymized and becomes unrecoverable — even if you turn it on in the future, it won't use any data from when it was turned on in the past.