In my opinion, if those privacy issues bother you, the first step should be an overview of non-Microsoft operating systems.
Have a look at ReactOS, a free open source OS that is binary compatible to Windows (its what Linux is to Unix). http://www.reactos.org
They need more developers and more money to get out of the alpha phase and into the beta phase.
In all honesty Linux + WINE runs more Windows apps than ReactOS currently does right now. Just get Play On Linux to help configure stuff: https://www.playonlinux.com/
If you don't want a Linux distro but want some alternative OS that is more finished that ReactOS try:
HaikuOS is a BeOS rewrite, it is written to be API compatible with the old BeOS versions.
AROS is written to be API compatible with AmigaOS 3.X, got support from Amiga Inc and they even used parts of AROS source code for the latest AmigaOS. They even ported it to 68K Amigas with a new Kickstart ROM replacement.
Haiku and AROS won't run Windows programs, but you can run them in virtual machines and use the software that is available for them.
I am waiting for ReactOS Server where they bundle a SAMBA server, Web Server, Email Server, so it can be a free Windows Server clone and install on Virtual Machines so it has a lower memory footprint than Windows Server. But Microsoft has made Windows Server Core to run with less memory.