If you're like me and value your privacy you will want to control the information your PC sends back to Microsoft. Microsoft's data gathering tool in Windows 10 is called Telemetry.
Microsoft defines Telemetry as "system data that is uploaded by the Connected User Experience and Telemetry component". I myself have no issue with Microsoft asking for this sort of information but I want to be in control.
There are 4 levels of Telemetry and Microsoft has a handy image to show you what they are collecting at each level:
The following data is included; PC specs (CPU, installed memory, storage etc...), crash information, sleep details and lots more (depending on the level). The default level is Full for Windows 10 Home and Pro.
Full descriptions of the levels can be found here.
For me I'd rather not send any of this information so I was quite shocked when I realised it can't be turned off completely. Microsoft has made disabling Telemetry hard (without third party tools).
Turning off Telemetry
Luckily there are many tools out there to turn off data collection from Microsoft. Some of these are quite intrusive and block many applications from working. The one tool I find works well and is a good middle ground program is Spy Bot Anti-Beacon. This tool disables all the services sending data and can also disable other information leaking features such as HotSpot sharing.
Another cool feature is that if it's installed it will run on boot without you noticing so when Microsoft turns all the annoying data sharing settings back on after an update it will turn them all off again. It is also available in a portable version.
Spybot Anti-Beacon can be downloaded here
Another good tool with more options is Win10Privacy