EXIF data is embedded in an image and contains a mine of information about the image. Most of it is technical information relating to the image’s properties and the camera and lens that was used.
If you have tagged your images and provided a title, description, keywords and comments, all that data is stored out of plain sight but is easily accessible.
If your camera is GPS enabled, geolocation data is stored in the EXIF data too.
In fact there are many other data sets stored in the image including XMP, IPTC and Composite. When I refer to EXIF, I am using that as a generic term for all these classes of metadata.