In a blog post Terry Myerson, the Executive Vice President of the Windows and Devices Group, explains that essentially Windows 10 collects information so that the product works better and that users are in control with the ability to determine what information is collected. No information that directly identifies users, such as names, email addresses or account IDs is collected.
Terry’s blog post is available here - http://blogs.windows.com/bloggingwindows/2015/09/28/privacy-and-windows-10/