I've been meaning to post some of these links. Most of you are probably already aware of some of this nonsense, but it may help those of you who are not.
Fix Windows 10 privacy settings - This is a guide that mostly focuses on the Windows 10 installation process. In short, never select "express settings" (always customize), and disable everything. You can always change the settings later under Settings (or PC Settings if you're using Classic Shell, but you might have to enable it first).
Windows 7 and 8.x may both install Windows Updates that include telemetry reporting the same data Windows 10 does. They're optional (for now). The HN discussion lists which KBs are affected.
You can't disable all tracking via the UI in Windows 10. There are a few registry fixes, but they're buried all over the place. If you want a tool to disable everything, there's this one. It's open source, written in Python (with wxPython for the GUI), and disables most of the tracking nonsense that isn't exposed under Settings.