A-GPS and GPS:  An A-GPS is a standard GPS which can use the mobile network to determine your location faster then a standard GPS. The A-GPS uses mobile data to download information about satellites to improve the time it takes to get a fix. To download this information the phone needs to send certain data (for example CELL ID or WiFi info) about your location over the internet which is the reason you get a question about anonymous data when enabling the GPS. No personal data is sent.

If you have no data connection the GPS still works but it will take longer to get a fix.