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Obviously I know what wallet.dat is,
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does it contain all of "my stuff"? Like the names I've assigned to certain addresses and such?
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Yes.
That does make me feel a bit more confident. If all the obvious stuff is in there, presumably it's not also any other files.
Wallet.dat is the only one that will enable people to take your coins.
Yeah, I knew that much already. But still when dealing with computer security such I'd rather be too careful than not careful enough. So I don't want the copy linked to me in any way. For instance, I could easily imagine that some of those files might have my personal spend transactions recorded in a different order since my client knows about them before anyone else. (No idea if that's actually true, but that's the kind of thing I'm wondering about.) I like the fact that Bitcoin is pseudonymous, and want to keep it that way.
I realize of course that if I seriously got in the habit of handing out copies of this stuff I could simply make a clean install and download the whole monster database again. This is mostly hypothetical (although I could see it happening) I just feel uncomfortable having this huge chunk of data and not knowing whether I should regard any of it as sensitive or not. It's like I've got my house key attached to a car tire plus a half dozen other bits and bobs that I don't completely understand the use of.