Windows 10 does nothing your Cellphone or Tablet isn't already doing. Except when installing on a PC you determine what libraries windows uses for pictures videos and music (unless of course you select the use express settings during setup). Don't use bing it's shite, Cortana...seriously? of course every word you say to it will go to the web, as with any voice based "assistant", along with one drive if privacy is an issue don't use it.
As far as your account info goes, you don't need a Live account unless you plan on using the app store or play xbox games and you can always make a dummy acct.
The difference between the NSA and Windows, windows tells you what it's doing, it's all in the EULA, you have to agree to it.