sure! Read through this (and the links) https://www.rockpapershotgun.com/2015/07/30/windows-10-privacy-settings/
Check out all the ads in the software. Notice how they become more "bespoke" over time? Wonder how they do that. Remember this is your operating system, not a browser (that you can run in sandbox/private/in-private browsing mode permanently if so required). sure you can begin the process of opting out of everything but this is enabled FROM THE START so all your data is being sifted/anonymised/shaped (whatever jargon you care to use) from the very beginning.
You shouldn't NEED to opt out, it should be OPT IN (remember this is your OS not a single program).