Microsoft is just collecting data to improve their future applications so they don't make another Windows 8. Unless you're some sort of criminal with evidence of it on your PC, I wont be so worried about their "spying". Personally, what I think they are trying to do is make a fresh start in the PC world by making Windows 10 the standard, it's much easier to have 1 OS on your hands than 4 to constantly update, etc.
Windows 10 will take a year or two to become popular, which is going to be much quicker than the other Windows operating systems due to their constant pressure to make people update and also their free upgrades. Windows 10 is just Windows 7 with updated looks.