In that case, the server hosting the feed does now nothing about you as soon as you are not the sole user on a server hosting a feed (I sure wasn't sure how to interpret that, so I tried to cover both cases)

The server would know your IP address, and most likely your user agent and referrer by looking at their weberver log though, right?

cf. eg. : https://panopticlick.eff.org/index.php?action=log&js=yes

Which server exactly? If you use a feedreader, it is not you or your browser that fetches the page, it is the feedreader itself. So a site only knows that their feed was fetched once from a feedreader, not who or how manye people read that feed.