Windows 10 gets a lot of flak for it’s telemetry and information gathering. This Technet article outlines what is gathered and sent to Microsoft and how you can control it within an organization. This can differ from the home editions of Windows 10, though.
All telemetry data is encrypted using SSL and uses certificate pinning during transfer from the device to the Microsoft Data Management Service. With Windows 10, data is uploaded on a schedule that is sensitive to event priority, battery use, and network cost. Real-time events, such as Windows Defender Advanced Threat Protection, are always sent immediately. Normal events are not uploaded on metered networks, unless you are on a metered server connection. On a free network, normal events can be uploaded every 4 hours if on battery, or every 15 minutes if on A/C power. Diagnostic and crash data are only uploaded on A/C power and free networks.