Check Which Roles Can Access Sensitive Data

A warning icon appears next to any permission that may grant access to sensitive or personal information, such as payroll or personal details. It also appears next to any role that includes one of those permissions. Hover over the icon to see a tooltip explaining what it means.

You'll see the icon next to permissions and roles on the Setup > Users > Roles tab, and next to roles when you assign them to someone on the Setup > Users > Users tab, so you can consider sensitive access before you assign a role.