Microsoft has always collected data for diagnostics, but it’s never really said what data it actually collects:
… now for the first time, Microsoft has revealed what data Windows 10 is collecting from your computer with the release of the Windows 10 Creators Update, bringing an end to nearly two years of its mysterious data collection practices.
The Windows 10 Creators Update, which will be available from April 11 for users to download for free, comes with a revamped Privacy settings section.
Source: Microsoft Finally Reveals What Data Windows 10 Collects From Your PC,