EXIF data is sometimes appended when you take pictures and often includes things like the coordinates it was taken at (exact location), the device it was taken on, and some additional identifiers. This is, of course, bad for privacy, especially when posting online, as someone can accurately track you just from the image.
I found this article, which seems to describe how to remove it fairly well and does not appear to be sponsored.
Though I think most platforms already strip it for you (or at least the really confidential stuff like location). That's what I noticed when uploading and downloading an image and comparing the data on different platforms.
Yes, I already mentioned that in the title. However, it is always bad practice to rely on a third party for your privacy. Especially a third party that profits off of your data.