So with my new Notebook comes Windows 10. In Windows 10 Microsoft is spying on everything you do.
Here is an article explaining a few tools to help you stop that:
Windows 10 Spying: Prevent Windows 10 spying with 6 privacy tools | BGR
The last one on their list is also available in English these days (the article was from August 2015 and says it's one of the best options but was only available in German language when the article was written):
English - Home - W10Privacy
I just spent 10 minutes clicking through (disabling) the various options I certainly don't need on my test machine.
Create backups and restore points before using such things.