During the scan you may get dialogs asking whether you want to grant access to specific data, such as Calendar, Contacts, Reminders, and various directories like Desktop, Documents and Downloads. These dialogs are shown by macOS when an app tries to access that data.
Disk Graph only tries to access files and directories inside the scanned directory. In particular, scanning your home folder or the whole Mac (usually named Macintosh HD) will trigger multiple such dialogs, since your personal data (including the one mentioned above) is saved inside your home directory. When prompted, you are free to deny access, which means that the relative data will not be shown in the graph.