Cortana is basically dead. Microsoft has finally acknowledged her unpopularity. You can disable it easily in Windows. I went over my privacy settings with a fine-toothed comb. Haven't seen an ad or Candy Crush since the first few minutes of a new install. Uninstalled OneDrive since I don't use it and it's one of the bigger offenders for unwanted advertising.

Many, if not most, of Windows annoyances can be blocked without 3rd party software. It follows the usual Windows tradition of first look for a well hidden setting in Control Panel / Settings. If it's not there, look in Group Policy. And as a last resort, there's always a registry edit that can be done.

Telemetry is one of the annoyances which is trickier. I've seen methods which can be used without 3rd party software, but I personally just gave up since the most basic level doesn't send much data. And I use a Start Menu replacement since there's no other way of getting the old Start back.

To each their own, but IMO it's the best desktop UI I've ever used. Better than macOS, better than Gnome.

A sibling comment already covers how you can remove/disable nearly every preinstalled annoyance so I won't go into that