Windows 10 collects and sends to Microsoft various types of data, such as your device location, data from your calendar, the apps you use, data from your emails and text messages, who you call, your contacts and how often you interact with them on your device. It also records your Skype calls.

https://www.theguardian.com/technology/2015/jul/31/windows-10-microsoft-faces-criticism-over-privacy-default-settings