I'm going to start a mailing list for my website and I'm concerned about my users' privacy (regarding their addresses, contents not allowed, etc.. I'm kind of new to these things). Is there any document/policy I can read about this topic?
The laws and acts that governs data protection and emailing various from country to country, while a lot of them change from country to country most say among the same thing and you will need to learn the key points of these and its far to many to list but for example. Not keeping peoples data on file for more than 2 years, you are responsible for safe keeping of their data and may be liable for leaked/hacked information if your not taking responsible measures.
Google is your best friend for learning the various laws and acts in various countries on this subject and there's just to many results to list them here.
Links regarding Data Protection and Emailing
Why don't you take advantage of the work that others have done and look at some reputable websites' privacy policies. Look at the biggest sites, then look at sites comparable to yours. One of my favorites is the news website, New York Magazine. It's got good headings http://nymag.com/newyork/privacy/
Here is a sample from the retail world: The Body Shop. It also has a good example of a Cookie Notification, which is important in the UK. http://www.thebodyshop.com/services/aboutus_privacypolicy.aspx