we do not share your data with anyone and there are many ways to control the visibility and storage life of your data here.
but the internet is a public space and you should always assume your data could be compromised.
be smart with your password, use tor or a vpn, and use pgp for sensitive communications.
click on a sellers name and scroll down a tiny bit. you should see the word "chat" appear next to the sellers name at the top of the page. I know i dont see the "chat" unless i scroll a tiny bit. There may be other ways to do it but this is how i msg a seller.