Microsoft knows your name, email address, preferences and interests, the websites you visit and the things you search for.
From Microsoft’s privacy policy:
"Microsoft collects information about you, your devices, applications and networks, and your use of those devices, applications and networks. Examples of data we collect include your name, email address, preferences and interests; browsing, search and file history; phone call and SMS data; device configuration and sensor data; and application usage."
Nosey fuckers aren’t they?
"We may collect information about your device and applications and use it for purposes such as determining or improving compatibility” and “use voice input features like speech-to-text, we may collect voice information and use it for purposes such as improving speech processing."
Windows can collect your voice and record anything you say, which is very intrusive to say the least
"If you open a file, we may collect information about the file, the application used to open the file, and how long it takes any use [of] it for purposes such as improving performance, or [if you] enter text, we may collect typed characters, we may collect typed characters and use them for purposes such as improving autocomplete and spellcheck features."
This gives Microsoft permission to read your files and log your keystrokes
Cheeky and unethical… You will be the product if you use Windows 10. I suggest Linux Mint be your next OS of choice