Going through this myself. I want to use Unity Analytics to potentially tweak puzzle difficulties, etc, without needing to rely on player feedback. I also want to be as transparent as possible. Right now, the plan is to both include a splash screen stating that the game uses in-game analytics and provide a proper opt out. Luckily, Unity makes this process super easy as when you install Unity Analytics there is a prefab button that you can apply to your UI allowing the player to opt-out.