To improve application reliability, Windows 10 collects anonymous “telemetry data” like device IDs, device types and application crash data — which does not include content or files. Windows 10 also remembers the common words you type into text messaging conversations to provide completion suggestions. Microsoft claims that Windows 10 does not scan the content of your email, files or other communications for targeted advertising purposes. Nonetheless, the company is collecting a lot of information about your usage habits.
Fortunately, you can change around your Windows 10 privacy settings by going to Settings > Privacy. And you can adjust the privacy settings for each specific app through the Settings area within that app. Details may be found at http://windows.microsoft.com/en-us/windows-10/services-setting-preferences.