Microsoft has a tendency to build a decent system, and then heap mountains of bullshit on top of it, turn it on by default, and charge you for it. More concerning than your machine doing things that you don't know about, or Microsoft trying to charge you for it, is the reality that each one of these settings presents a serious security risk.
Even though everyone knows why security is important (even if they choose to ignore them), it's important to remind people that even if you've got a boring vanilla machine that you use exclusively for words processing and email, these security risks open ones machine to being used by malicious crackers for whatever nefarious purposes. I am occasionally called upon to help people get a machine running after it bogs down or breaks... every time, it's so riddled with bitcoin miners for ISIS, data miners from the NSA, ad/spyware for evil corporations, tor nodes and proxy gateways... and any one of these things can, if the government so chooses, get one landed in prison or killed.
So, in a manner of speaking, making sure you don't use the default settings on Windows 10 is a life-or-death situation. Here's a handy guide to at least pretend you're being cautious.