Windows 10 comes with the telemetry feature enabled by default which collects all sorts of user activity and sends it to Microsoft. Many users worry about this behavior and are constantly looking for ways to disable it completely. If you are concerned about privacy, you should know that in Windows 10 build 10525, telemetry and data collection services are locked down to send all information to Microsoft!
There are three states of Telemetry are available in Windows 10
Basic information is data that is vital to the operation of Windows. This data helps keep Windows and apps running properly by letting Microsoft know the capabilities of your device, what is installed, and whether Windows is operating correctly. This option also turns on basic error reporting back to Microsoft. If you select this option, Microsoft will be able to provide updates to Windows (through Windows Update, including protection by the Malicious Software Removal Tool), but some apps and features may not work correctly or at all.
Enhanced data includes all Basic data plus data about how you use Windows, such as how frequently or how long you use certain features or apps and which apps you use most often. This option also lets Microsoft collect enhanced diagnostic information, such as the memory state of your device when a system or app crash occurs, as well as measure reliability of devices, the operating system, and apps.
Full data includes all Basic and Enhanced data, and also turns on advanced diagnostic features that collect additional data from your device, such as system files or memory snapshots, which may unintentionally include parts of a document you were working on when a problem occurred. This information helps Microsoft further troubleshoot and fix problems. If an error report contains personal data, Microsoft claims they won't use that information to identify, contact, or target advertising to you. This is the recommended option which they recommend for the best Windows experience and the most effective troubleshooting.
In Windows 10 build 10525, the option is set to Full and cannot be changed by the user!
So Microsoft will know all about the apps you are using and even about the personal data you have. If you are not happy with such behavior, consider staying with the current RTM build 10240 which is locked to "basic" data collection level and can even be disabled.