When I bought a new Windows 11 machine I foolishly copied over my data from the last machine without doing any research. It was only after I was done that I realized by default Windows copies my user directory to Microsoft's "cloud", so all my tax returns and other personal data are bouncing around Microsoft's servers somewhere. I sure hope their security is good.
By default Windows shows ads in my start menu. It also shows me ads in my notifications. I guess I could understand if it was free, but it's not.
And then there's Copilot...