There's been issues with your security and Windows 10 before, and we're here again, after some updates. Microsoft decided to make some changes, and we're particularly good at letting users know what they were up to.
If you changed your settings when you heard about Windows 10 storing your keystrokes and voice commands last time, looks like you're going to have to do it all over again.
Mercifully, this is not a tricky thing to fix. Here's what you have to do:
First off, hold down the Windows key and press R. There, you'll get a pop-up, where you need to type in 'services.msc'. Press 'enter'. In the list that comes up, scroll until you see 'Connected User Experiences and Telemetry'. Double click that.
Then, click 'Stop'. From there, you need to select 'Disabled' from the drop-down menu, and then click 'OK'. And that's it. You're done.
Or, if the Threshold 2 update hasn't installed on your device yet, this will all be under the 'Diagnostics Tracking Service', where you do the same as above to stop that from harvesting all your data.