Windows 10 mines a lot of data, which isn't inherently bad. For example, Cortana needs to collect data to assist you. But if you want to protect your privacy there are steps you can take. First, download Spybot Anti-Beacon, the current version is 184.108.40.206. Once it's installed run it and then click "Immunize" and "Apply" under all of the settings you don't want spying on you. After that, go into your privacy settings and make sure everything is turned off. Go tab by tab, "General" at the top to "Background apps" at the bottom. Once they're all off, your data is staying put!