It shouldn't. Java is a framework in which other applications run. Put another way, Java is like a kitchen oven. You put ingredients together and use the oven to make them, but the oven itself is only the thing that makes the process come together. It does not care what it makes or how the thing it is making actually cooks. The only way Java would be storing anything is if Digichat, the folks who operate the chatroom, decided to try and store conversations, something they do not do, to the best of my knowledge.