With the introduction of Windows 10 Microsoft has changed it path towards a much more data driven business model. The software collects large amounts of user data and shares them with Microsoft. Officially to manage security and to improve the application but very likely also to enable new data driven business models, i.e. targeted advertising.
After harsh criticism in particular on the defaults and telemetry settings in the software Microsoft has introduced a online privacy control dashboard and new built privacy settings in January 2017.
Yet the EU’s WP29 data protection watchdog is still concerned with Microsoft’s current practice .
To tame the data collection of Windows 10 e.g. Netzpolitik.org lists a number of tools (German) . Or you can use the open source tool offered by Swiss IT security company modzero.