If you want to see more details about what information Microsoft is collecting on you, check out this link, which was posted in the IRC channel last night:

https://technet.microsoft.com/itpro/windows/configure/windows-diagnostic-data

Get some snacks and drinks, because it's a loooooong read.

What antivirus I can for my windows 10 Privacy and protection?

Just stick with Windows Defender for AV - possibly supplementing with MalwareBytes AntiMalware - but read this.

As for "privacy", you might want to read this. O&O Shutup10 doesn't seem too bad, though.