Windows 10 offers many features like your Cortana personal advisor, which can make your daily life easier. To do this, Windows 10 needs to collect a huge amount of data. They also analyze user profiles to display ads similar to the interests of users as Microsoft mentions. So by default, Windows 10 is configured to collect data from all Windows 10 users if they are allowed to. However, with this app, you decide what Windows 10 needs to know about you by configuring security settings, protecting your privacy, and preventing them from sending diagnostics and usage data.