Erm...I know I can't say the following without it possibly sounding condescending, but lemme first state that I don't mean it as such (I mainly use windows myself)
Use linux instead.
Sorry that it isn't the answer you want, but
@Raylight is right: if microsoft really wants to know what the hell you do, they've got plenty of ways to obtain it. Some of these can be turned off, but even then you've signed* an agreement with MS that they may gather some data of you.
...
Okay, permanently shutting your computer off from the internet will also work, but that's not really a practical solution nowadays.
*by 'signed' I mean you clicked a 'I agree' box during installation on a wall of text nobody ever reads