how to adjust collection settings in Windows 10.
Start by turning off Cortana. This turns off your hot mic for Cortana's keyword listening.
Next, turn off the MS Consumer Experience. This is a substantial data miner.
Then, turn off telemetry. This is anonymous usage data. There are also ways to disable outbound data distribution from these services using a firewall, if you're tech savvy.
Finally, if you want a definitive privacy guide, just following guides like this. They give you plenty of additional settings to configure if you're uber paranoid.
As with all things, YMMV.