ChatZilla now features a Customer Experience Improvement Program (CEIP). 1% of users are invited to participate, on a completely random basis. If you are asked to participate, and choose not to do so, no data is collected or saved on your machine.
If you choose to participate, generic statistical data on how you use ChatZilla is saved and periodically uploaded. This data is anonymous. No personal information - such as your nickname, messages, command arguments, places where you chat, files you transfer, etc. - is ever saved or collected. The anonymous data that we do collect will be used solely to try to improve ChatZilla. We will never contact you in connection with the CEIP (all the more because we can't: there is no data that allows us to do this).
If, for some reason, you do not want to take our word for it, you can verify all of the above in our open source code, which can be inspected here on addons.mozilla.org, as well as from the Mozilla CVS servers.