you should report errors to us directly, if something is not working for you before posting messages hear.
There is a drop old data functionality within the maintenance area as well as a "Uninstall" button, which also deletes all j4age tables.
The performance should be not effected as long as you do not show statistics data on your public webpage. If you do so, then you have to carefully use the module parameters e.g. enabling caching. You need to decide how far backwards you like to present data => more days => more performance lost.
Some people can do just few days other can show the whole year and more.
As Administrator you need to keep an eye on the database size and drop too old data as you need. So look into the DB at least every year once - this is not a tool for unprofessionals, even if we try to make it as easy as possible.