The PP Helper application used to jailbreak iOS 9.2 through 9.3.3 claims that your credentials will not be stored. Your email and password are used to generate a developer profile needed to run the PP app on your iOS device; however, we strongly suggest not providing this information to any third party EVER.
The best solution is to set up a free Apple account using a different email address with no personal information attached. You can do that here.
We'll be posting detailed instructions on how to jailbreak your device in the next few minutes. Please follow iClarified on Twitter, Facebook, Google+, or RSS for updates.