A seller can see you user name on everything you are bidding on Only from him or her. If you are bidding on something else somewhere else he can't see that.
He could, if he wanted to, and so can anyone else, look at some of your history, look at your feedback to see what else you might be interested in, sometimes what you are bidding on (sometimes this is hidden). Everyone can do that if they know your full user name. Advanced search.
No one can see any personal details about you like address or phone number. Only a seller that you have won an auction from can see the address and they can only see the phone number if they have to open a non-paying case against you and have to try to contact you.
Someone else asked me the same thing and wondered about one particular seller at that time. I am thinking now that that seller had someone helping them bidding against the regular buyers illegally or something like that. Perhaps it just seemed like that at the time.
It is hard if you collect only one thing and it is a rather closed circle of people who do collect that area. Then you get to know how another person bids just by bidding against them over and over. You have to be smarter than them or give up if their pockets seem deeper.
But I say, never give up. There is always the chance they decide they don't want that item or they might be on stamp holiday (strange thing I know but I have heard of it

) or they might drift off to another collecting area at times.
There are evil shill bidders and gangs of rotten people who help each other out illegally (against
ebay rules anyway) by bidding an item up a bit. Takes some digging to find them out and you have to stick with the investigation over some time to really prove the case against them but it is possible. You get a feeling about them.
But that is rare. I wander off the topic.
A seller cannot ever see you watching an item. The only thing they may be able to do if they have the feeling for it is to sense that a certain lot may attract your attention, and then only if they know something of your bidding history or collecting interests. That's it.
It doesn't show up on their screen or anything. They can see that x number of people are watching an item but they can't tell anything about them. They can also see that x number of people have viewed the page of that item, so they can tell that their title or choice of an item to sell is a good one. That's all.
There is no secret knowledge available.
To sell well, you just need to hone up on your selling skills. Not your criminal skills at all, no. They don't help anything to sell. Criminals usually, I find, have pretty so-so titles and descriptions but seem to think that their underhanded activities can profit them in the long term. Too bad that is not true.
Rant over.