Some steps
Turn off Cortana and instead search locally, otherwise everything is sent to Bing.
Go through the "Privacy" settings thoroughly.
Lock down Edge, setting your own home page, start page, and set the New tabs to blank.
Lock down IE where appropriate if you know how.
Turn off the tracking service: dmwappushsvc
Turn off the diagnostics service: diagtrack
Adjust the hosts file. In this The Register comments section you might see an extra blank line between each entry, so you might have to adjust the following eliminating the extra blank lines between each entry; but that said, add the following to your hosts file:
#Windows 10 Privacy Blocker#
0.0.0.0 vortex.data.microsoft.com
0.0.0.0 vortex-win.data.microsoft.com
0.0.0.0 telecommand.telemetry.microsoft.com
0.0.0.0 telecommand.telemetry.microsoft.com.nsatc.net
0.0.0.0 oca.telemetry.microsoft.com
0..0.0.0 oca.telemetry.microsoft.com.nsatc.net
0.0.0.0 sqm.telemetry.microsoft.com
0.0.0.0 sqm.telemetry.microsoft.com.nsatc.net
0.0.0.0 watson.telemetry.microsoft.com
0.0.0.0 watson.telemetry.microsoft.com.nsatc.net
0.0.0.0 redir.metaservices.microsoft.com
0.0.0.0 choice.microsoft.com
0.0.0.0 choice.microsoft.com.nsatc.net
0.0.0.0 df.telemetry.microsoft.com
0.0.0.0 reports.wes.df.telemetry.microsoft.com
0.0.0.0 wes.df.telemetry.microsoft.com
0.0.0.0 services.wes.df.telemetry.microsoft.com
0.0.0.0 sqm.df.telemetry.microsoft.com
0.0.0.0 telemetry.microsoft.com
0.0.0.0 watson.ppe.telemetry.microsoft.com
0.0.0.0 telemetry.appex.bing.net
0.0.0.0 telemetry.urs.microsoft.com
0.0.0.0 telemetry.appex.bing.net:443
0.0.0.0 settings-sandbox.data.microsoft.com
0.0.0.0 vortex-sandbox.data.microsoft.com
0.0.0.0 survey.watson.microsoft.com
0.0.0.0 watson.live.com
0.0.0.0 watson.microsoft.com
0.0.0.0 statsfe2.ws.microsoft.com
0.0.0.0 corpext.msitadfs.glbdns2.microsoft.com
0.0.0.0 compatexchange.cloudapp.net
0.0.0.0 cs1.wpc.v0cdn.net
0.0.0.0 a-0001.a-msedge.net
0.0.0.0 statsfe2.update.microsoft.com.akadns.net
0.0.0.0 diagnostics.support.microsoft.com
0.0.0.0 corp.sts.microsoft.com
0.0.0.0 statsfe1.ws.microsoft.com
0.0.0.0 pre.footprintpredict.com
0.0.0.0 i1.services.social.microsoft.com
0.0.0.0 i1.services.social.microsoft.com.nsatc.net
0.0.0.0 feedback.windows.com
0.0.0.0 feedback.microsoft-hohm.com
0.0.0.0 feedback.search.microsoft.com
0.0.0.0 bingads.microsoft.com
0.0.0.0 www.bingads.microsoft.com
#End Windows 10 Privacy Blocker#
# [Block Microsoft Apps]
127.0.0.1 apps.microsoft.com
127.0.0.1 www.apps.microsoft.com
This is probably just a start. You might feel the thing is almost an extension of Microsoft servers, rather than its own operating system. But with some adjustments, you can reclaim your own computer.
If anyone has more ideas, please post 'em.