Edit: I do have Windows 10 Pro, which other users mention does not show ads.
W10 has multi-desktop support, which is great when you're doing distinctly different things with an overwhelming number of programs open. It also has better use of windowing if you use those features (snap works by quadrant, etc). So by pressing Win+Ctrl+D it creates a whole new desktop (empty taskbar), and you can switch between them with Win+Tab. I don't use this often but it was amazing the few times I reached for it.
Another small thing which bothered me but I've learned to rely on in W10 is if you have two monitors and are moving your cursor from the left monitor onto the right monitor near the top of the screen, it will be "blocked" at the rightmost edge of the left monitor, preventing your cursor from changing from the left monitor to the right monitor. This is useful for quickly minimizing or closing applications on the left monitor without mistakenly moving the cursor onto the right monitor.
I have not yet found anything which I've "lost control" over except item-level customization of the left-hand side of the start menu, which is where pinned programs would sometimes end up. Having the entire right-hand side of the start menu plus the task bar is really sufficient though so this isn't a big deal.
There are some other welcome improvements like the process list and/or performance monitor are improved, I can't remember specifically what wasn't available before though.