In the EU and other countries, candidates may request notes, emails and other communications regarding their application. This is not happening very often, but it may occur.
Therefore it is important that you write down only relevant information regarding your candidates application. Personal matters, even if they are being told to you in an interview, is not relevant for the job, and should not be written down.
If a candidate tells you for example that she is pregnant, or is having a divorce, this information is not relevant, and should not be taken in your notes. The risk is that, if a candidate is being rejected, he or she can assume that it might be about the personal information which was given. A lawyer could ask for your communication material between you and the hiring company. You might got caught into a discrimination act. Again, it is rare and hard to proof, but better be safe than sorrow.