If you're using a mobile device, it's pretty sure your apps are sending lots of information from their servers. To make sure you're not inappropriately collecting data, we recommend setting up a web proxy to spy on this traffic so you know exactly which apps are "calling" when.
With an established web proxy you can find out what is being sent and received from your Android or iOS apps. You can even monitor every encrypted traffic sent over HTTPS. The web proxy acts as a man-in-the-middle and lets you see what's happening.
Finally, there is no limit to the way data is collected. Everything from the time you spend on a given screen to raw sensor data is often collected, either for companies that analyze or sell to third parties internally. Some of this information that you may not have or would like to sell.
Charles is an immensely powerful tool, not just for sniffing app traffic, but also for all kinds of web application analysis and debugging, so a good investment if you're interested in mobile development of any kind. If you just want to see what's going on with the apps on your smartphone or tablet, the free trial is enough. Note that the free trial is limited to 30-minute sessions. So you have to close and restart Charles every 30 minutes.