Anyway, Windows 10: I was a bit shocked at all the information it sends back to Microsoft. As soon as the setup screen comes up, it gives you an option to choose "Express Install" or "Custom Install".
I chose "Custom Install", and there were about 10 privacy settings that I turned off (all on by default) before I felt comfortable using the OS. (Examples: send all search words back to MS, tie advertising info to your Windows account, etc etc)
I'm assuming most users would chose the "Express Install" without even wondering about what data they were sending back to MS.