Windows 10 has an installation option that lets you log in with any username you like. You don’t need to enter an e-mail address. You can turn off other data-gathering options during installation or from the Settings menu. Many security features, including Windows Update, will only work if some data can be exchanged with Microsoft (or with Apple, or with Canonical if you use Ubuntu, etc., etc.), and only Enterprise and Education versions of Windows allow the high-risk of option of turning off all data transmission.
Almost inevitably, someone will now send out a long high-intensity message filled with warnings
against the deep evils of Windows 10; some of those will be imaginary. The same message may include
useless homegrown advice that will make your system vastly more vulnerable to attack. You can get
better information from reliable sources, e.g.:
https://www.pcmag.com/article2/0,2817,2489212,00.asp