What does it mean if someone calls me a "conservative" person?

you are cautious and seek much information in order to make better INFORMED decisions.

In other words perhaps, not flamboyant, or not even a little bit wild.

A conservative is one opposed to change, who prefers the traditional and the well-established to the new and the radical.

The term's use in politics stemmed from the British Conservative Party which sought to oppose the changes which came with modernisation and industrialisation. It has a long history of losing it's fights to prevent change and then accepting change after it happens e.g. opposing universal schooling, opposing women voting, opposing Irish independence, opposing state health care, opposing gay marriage, etc.

Something akin to an introvert.