Google Maps API version 3 sets cookies so you might to think about informing your visitors.

If you use maps.google.* urls then multiple cookies are set:

khcookie, APISID,S_awfe, SSID, SS, SID, SAPISID, PREF 

Google Map: Various unique identifiers, except for PREF which stores your options such as preferred zoom level. Most of the cookies expire 10 years after your last visit to a page containing a Google Map. Except for SS which will expired after 10 years. Google set a number of cookies on any page that includes a Google Map. While we have no control over the cookies set by Google, they appear to include a mixture of pieces of information to measure the number and behaviour of Google Maps users.

 

If you use maps.googleapis.com url (plugin version >= 3.3) then only the PREF cookie is set and that is used for saving zoomlevel, language, region etc.). At this moment there are no identity or profile data saved in this PREF.
Keep in mind that this cookie is also used in other product of Google and other data can be stored.
If you want to show directions on maps.google.xxx then keep in mind that this website will set cookies for this domain!