Data controls are where you decide what ChatGPT does with your conversations. The best-known switch is "Improve the model for everyone": on personal plans (Free, Go, Plus, Pro) it is on by default, which means your chats may be used for training. You can turn it off.
On ChatGPT Business and Enterprise, workspace data is not used for training by default, and admins set the rules. Data controls also cover your chat history and exporting or deleting your data.