Manual connection mode lets you connect to a specific server which you trust. Some nodes might keep the logs and attempt to track their users. There are still many servers that are trying to take advantage of users who didn't upgrade to the latest version by tricking them into downloading a modified version of Electrum
How can I be sure which server to trust? Any criteria to select a certain server? Or I must switch from server to server very often so that they can't keep the whole logs.
If you have serious concern about your privacy, you could :
1. Run your own Electrum Server
2. Use proxy (Tor also possible), Electrum support proxy usage. This option is useless, unless you move to different wallet (which detail only obtained with proxy)