The new Windows 10 Preview contains an elaborate keylogging system that "you agree to use" when you install it, says Microsoft.
Buried deep in the terms and conditions and privacy statements you agree to have Microsoft monitor your behavior to "improve the Windows experience". Microsoft is doing extensive logging of behavior in the Windows 10 preview and it frequently "phones home" to report your behavior. It records data such as SMS and MMS texts, keystrokes, contact lists, application usage, how long the OS takes to respond to commands, installed programs, file and media access and usage, and more.
With Windows 10 logging your keystrokes and sending off the data to who-knows-where, I would not do any signing in to critical services or any banking on your Windows 10 preview device.
If you want to use the Windows 10 preview and are concerned about privacy, unplug your modem whenever you are using it, and manually disable any Wii/cellular connections.
It will be interesting to see how much, if any, of this behavior is still in place when the operating system gets closer to launching officially.
Windows 8 took a strong step away from privacy be strongly encouraging users to use their email addresses as sign-ins for the operating system, moving away from traditional user names and giving the OS access to previously unreachable information. It seems that Microsoft may be getting more aggressive with their reach into our lives.