Quote from: RealBitcoin on March 02, 2016, 06:32:22 PM

Does the electrum server i connect to see's all the addresses in my wallet (currently generated+ change address), even if they didnt had a transaction?

The electrum client asks the server to fetch the balance and TX history for each address you see in your Addresses tab.
It has to do this otherwise you don't know if there are any transactions or not.
Normal electrum servers do not log this activity.
The only thing they log is the count of how many addresses you requested data for.

Quote from: RealBitcoin on March 02, 2016, 06:32:22 PM

Does the electrum server i connect to knows the master pub key of my wallet?

No, that is kept in client and not sent to any server.
The servers never get your seed or private keys, so it is impossible for a server to steal your coins.

Quote from: RealBitcoin on March 02, 2016, 06:32:22 PM

Does the electrum server i connect to knows all the previous transaction ID's I did with my wallet?

Yes, that is part of the history for each address.
You get that from servers, so the server you get it from has to know.

Quote from: RealBitcoin on March 02, 2016, 06:32:22 PM

Does the electrum server i connect to knows all the labels I inserted next to the addresses and transactions, or is that only local to the wallet?

No, those do not go to electrum servers.
If you enable "label sync" then labels are sent to a label sync server.