Just because you're paranoid doesn't mean that they're not out to get you.
That said, I think some people's fears about Microsoft looking over your shoulder are over-the-top. And, I speak as someone who looks at Microsoft with a great deal of suspicion.
What you need to realize is that Microsoft has made Windows 10 both a desktop and a cloud operating system. Adding cloud functionality means that when you run Windows 10 you'll be sharing far more information with Microsoft and its partner customers than ever before.
For example, while Windows 10 doesn't have a keylogger it does collect your keystrokes and voice to improve spell-checking and voice recognition. Before having a fit about this, keep in mind that every cloud-based software-as-a-service (SaaS) program does this to one degree or another. Google Docs, Apple's Siri, Office 365, whatever -- they all collect not just your final words but every keystroke and spoken syllable that went into making those words.
It's another case with Wi-Fi Sense. You don't need to be afraid that Wi-FI Sense will let any of your Skype, Outlook, or Hotmail contacts use your Wi-Fi network without your permission. Yes, Wi-Fi Sense is on by default, but take a closer look. It doesn't permit anyone to use any of your Wi-FI networks without your specific permission.