I have not had much contact with Windows 10 so far. But a former coworker had a Windows phone, and there, Cortana was pretty good actually. We once had a "competetion" where we asked Cortana, Siri and "OK Google" to "tell a dirty joke".

Cortana won hands down by actually telling a joke (it was about dirty laundry, but it was ambiguous enough that I think Cortana actually "got it".

OTOH, I feel really weird literally talking to a computer, and I don't think I will ever overcome that.