Vignette is a static page with no accounts. The character you describe lives only in your browser and in the page URL. The only network request is the optional, anonymous report of single unknown words described in PRIVACY.md, sent to the collector in collector/.
If you find a security issue (for example a way to inject script through the shared URL or the chat, or to abuse the word collector), please do not open a public issue. Contact the maintainers privately through the contact listed on the repository profile, with steps to reproduce. We will acknowledge the report and fix it as soon as possible.