I am currently using Win10 and I was aware of all this.
I NEVER click the predetermined installation, you have to go step by step every time as with any other program you install.
Regarding the keylogger option, you can do this to delete it:
Install Windows 10
Press Shift + F10 on the loginscreen to open commandprompt
Input the following commands:
sc delete DiagTrack
sc delete dmwappushservice
echo "" > C:\ProgramData\Microsoft\Diagnosis\ETLLogs\AutoLogger\AutoLogger-Diagtrack-Listener.etl
About the webcam or microphones, you can easily disable them through the speaker icon to the right of the bottom bar if you barely use it. Of course, also disable Cortana.
I am sure there are a lot more things around that will spy you, but everyone does it by now and it will increase with time. Google also stores and analyses your searches, and most of us continue using it.
I'm not defending them and not saying I agree that they do this, its just we are quite helpless against this.