Your photo contains EXIF data, which contains phone brand & model, camera serial number for some models, GPS coordinates if enabled, whether flash was used or not, focal length, etc. Some websites like Facebook, Twitter, and Imgur remove EXIF before making your photos public, but for other websites (such as Flickr, Picassa, Google+), you need to remove your EXIF by yourself before uploading. This way, the info won't be publicized along with the image.
A brother of a friend of mine was selling some kind of high end mountain bike, and took a picture of it with his iPhone. Not sure what site it was put on, but, someone got the GPS data from the photo and stole the bike a day or two later.
[T]he concern is that most people take tons of pictures in their homes, and don't realize random strangers can find their home address from the photos. The GPS doesn't narrow down to a city, it narrows down to a few feet. That's how 4chan often tracks people down on the internet, check their blogs, look up exif from photos, order pizzas to those houses or report a shooting to get the swat team to show up or whatever.
I'm on the other side of it. I'm a professional photographer. I know how to remove and manipulate EXIF, but I usually actively add my email or other contact info to my photos so that if something gets out there and someone wants to use it for an Ad, they can get in touch with me to pay me instead of saying "I found it on the web with no info, it was orphaned so I figured I didn't have to pay anyone."
03 October 2014
A reminder that digital photos contain private information
Excerpts from a Reddit thread: