From all the things that I saw in Windows 10 the one that got most of my attention is the Feedback and Diagnostics option.
At the moment I find really limited the amount of information that Microsoft gives related with the information that she collect using this feature.
This feature is the only one that we can’t disable, we can only change between 3 options.
As you use Windows, we collect performance and usage information that helps us identify and troubleshoot problems as well as improve our products and services. We recommend that you select Full for this setting.
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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, we’ll be able to provide updates to Windows (through Windows Update, including malicious software protection by the Malicious Software Removal Tool), but some apps and features may not work correctly or at all.
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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 us 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. If you select this option, we’ll be able to provide you with an enhanced and personalized Windows experience.
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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 us further troubleshoot and fix problems. If an error report contains personal data, we won’t use that information to identify, contact, or target advertising to you. This is the recommended option for the best Windows experience and the most effective troubleshooting.
While I was trying to see info on what is collected by this feature I stumble on this F.A.Q. page.
There the following question and answer is present: