Microsoft wants Windows 11 to be your digital home, but unless you take proactive steps, it’s also an operating system hungry for your personal data. Out of the box, Windows 11 is built with settings that tilt heavily in Microsoft’s favor, gathering telemetry, location, and behavioral information under the banner of “user experience improvement”—often at the expense of user privacy. While its design feels fresh, more modern, and highly connected, those very qualities mean data leaves your...