The Test Plan object has a checkbox called "Functional Testing". If selected, it will cause JMeter to record the data returned from the server for each sample. If you have selected a file in your test listeners, this data will be written to file. This can be useful if you are doing a small run to ensure that JMeter is configured correctly, and that your server is returning the expected results. The consequence is that the file will grow huge quickly, and JMeter's performance will suffer. This option should be off if you are doing stress-testing (it is off by default).
If you are not recording the data to file, this option makes no difference.
You can also use the Configuration button on a listener to decide what fields to save