Microsoft uses telemetry – remote data collection – in Windows 10, to study how users interact with the product. Free tools are available for deactivating data collection (telemetry) in Windows 10.
ShutUp10: “O&O ShutUp10 means you have full control over which comfort functions under Windows 10 you wish to use, and you decide when the passing on of your data goes too far. Using a very simple interface, you decide how Windows 10 should respect your privacy by deciding which unwanted functions should be deactivated.”
Use at your own risk! If you are unsure about what you are disabling or whether you need certain configurations, better you do not mess around with those settings.
Further reading: https://www.hackread.com/windows-10-is-spying-on-you/
If you think about sticking to Windows 7/8/8.1 to avoid the above, please read: http://www.techworm.net/2015/08/new-windows-788-1-updates-spy-on-you-just-like-windows-10.html
Or you could use Linux (like the US government does on their most sensitive computers).