Microsoft introduced a lot of new features in Windows 10 such as Cortana. However, most of them are violating your privacy.
1. Data syncing is by default enabled.
2. Your device is by default tagged with a unique advertising ID used to serve you with personalized advertisements by third-party advertisers and ad networks.
3. Cortana can collect any of your data: Your keystrokes, searches and mic input, calendar data, music you listen to, Credit Card information and purchases.
4. Microsoft can collect any personal data: Your identity, passwords, demographics, interests and habits, usage data, contacts and relationships, location data and content like emails, instant messages, caller list, audio and video recordings.
5. When downloading Windows 10, you are authorizing Microsoft to share any of above mentioned data with any third-party, with or without your consent.