Has anyone read
and understood Microsoft's privacy policy?
https://www.microsoft.com/en-us/privacystatement/default.aspx
It will require jumping through hoops and installing a 3rd party software firewall (ingress/egress) to keep your data private.
A default install will allow Microsoft to log all your keystrokes, read all you communications, log all websites you visit, scan all your files and record everything you say ... I am not sure yet if Cortana listens if it is not addressed. I would be interested in finding out if one disables all of the operating systems snooping ability, what still gets sent to Microsoft.