If you'd like to know exactly what data is being sent, then please see this article on the GameMaker Helpdesk.While great care has been taken when creating GameMaker to ensure that it is a stable and reliable tool, there is always the possibility that an issue could occur given the nature of the software and the multiple operating systems it runs on.
In most cases any errors will be caught by GameMaker and you may see an error that GameMaker has gone "unstable", which also prompts you to save your projects and then close and restart the program.
If this happens, then we would request that you file a bug report using the Report A Bug option from The Help Menu. Please always give as much information as possible and ensure you fill in every field as best you can.
Please also strongly consider allowing the bug-reporter to send us a copy of your project, as this may be essential to reproducing your problem and so we may be unable to help if you do not provide the project. Your files are always attached privately if you send them from the IDE bug reporter.
Similarly, in extreme cases where GameMaker crashes entirely, you may see on your next startup that the IDE bug reporter tells you that an earlier crash was detected and it will ask you to send us a bug report. Please do this.
If you'd like to know exactly what data is being sent, then please see this article on the GameMaker Helpdesk.