The release of Windows 10 has been very successful for Microsoft, but there are growing concerns from people about the level of data and telemetry that Microsoft is capturing from key logging data, usage telemetry and data about application you are running (both legitimate and pirated).
There have been many articles and tips scattered around the internet about how to limit this, but I found a useful video on Youtube that talks you through tweaking Windows 10 to limit this data capture. This includes simple and obvious tweaks to the Windows 10 settings through to deleting specific windows services, modifying group policy, tweaking the registry and updating your host file to stop Microsoft calling out to their servers.
Whether you apply all of these, or just some of them it is up to you and how bothered you are by this. If you do all of these tips then you loose things like Cortana. It’s up to you and how paranoid you are about such privacy concerns.
EDIT: If you are running Windows 10 Home edition then you will not have access to the group policy editing tool.
EDIT: I have tried all these changes out on my Surface 3 (apart from the group policy bit as I am running home edition) and everything still seems to be working OK,