I believe it will embed your full name plus any aliases,
your home address and telephone number, your email,
your bank account information and your Adobe Forums
You forgot SS#.
Many formats do not support MetaData, so depending on your chosen format, it is probably not even possible. Then, even where it is, such as WMV's and DRM, PrPro will not do that without direct input from you, and might not even be able to do that, if you wished.
Glad that it does not embed my arrest record (see Video Lounge thread: http://forums.adobe.com/thread/1167864?tstart=0 )...
I wasn't sure if StanleyHitchcock was from the UK!