Does Drupal 8 core by default collect visitors data?
The answers and comments in the linked question for Drupal 7 are still valid, with one exception. Drupal 8 gets the client ip address from Symfony\Component\HttpFoundation::getClientIps(). This returns the client ip from the header REMOTE_ADDR, unless you set up a trusted proxy. In this case you would have to configure this proxy to obfuscate the visitor's data.

In all other cases it should be enough to overwrite part or all of the ip address in a Symfony middleware.