When you use the Maps application while driving, it stores partial information about the route (direction, speed, location and time) in an encrypted format. The information is sent to Nokia to improve the accuracy of the Traffic service and the Maps application in general.
The information is sent only in case you are connected via WLAN connection or if your device is connected to a PC running Nokia Suite. After sending the data is deleted from the device. This connection method is used to avoid incurring costs in data transfer. You can opt-out from sending the data by changing your settings in Maps (by deselecting Maps improvement in Navigation settings).
The data sent through the Maps Improvement feature is totally anonymous.