"Contacts and relationships. Data about your contacts and relationships if you use a product to share information with others, manage contacts, communicate with others, or improve your productivity... Other input. Other inputs provided when you use our products. For example, data such as the buttons you press on an Xbox wireless controller using the Xbox network, skeletal tracking data when you use Kinect, and other sensor data, like the number of steps you take, when you use devices that have applicable sensors."
Microsoft collects contacts, biometric data (fingerprint, facial recognition via Windows Hello), skeletal tracking data (Kinect), sensor data, device identifiers (IMEI), installed software information, and nearby Wi-Fi access points — much of which extends beyond core product functionality.