I store 2 things from visitors on this website for analytics purposes.
First is a sha256 hex-digested version of the IP address of whoever visits the site. Since the internet works with IP Addresses, every server you get receives an IP (either from your ISP or VPN) when you go to a website. I am not really interested in that but I do need a way to track unique visitors, hence the hashing. Hashing ensures (most) IPs do not map to the same value, so I can keep track of unique visitors, while also ensuring there is no (mathematically feasible) way for me turn the hashes I store back into the IPs that created them. In so doing, I am affectively storing unique identifiers without storing any IP Addresses.
The second thing I store is a list of times in milliseconds from page load to page unload for each unique visitor of the website. This is to see if anyone visits, visits multiple times, and see if they are just a bot or are actually reading the website (or at least spending enough time on it to reasonably do so)
localStorage for maintaining client-side customizations.
In addition, some sites store information necessary, but obvious to function such as url.eluni.co which stores URLs provided by the user.