michael diemer
Unfortunately, it's not just advertisers that cortana will be sharing your keystrokes with. there's also the intelligence-gathering agencies. Heck, the entire Military-Industrial complex will be keeping files on you. But hey, no worries, you’ll be doing your part to empower Big Business, Big Brother, etc. Once upon a time, using Microsoft products empowered the user. A different story now. Don't kid yourself.
In the 1960s, when I was a teenager I was into "shortwave radio" SWL. I routinely received packages from Peking, Moscow, Albania, Prague, East Germany, and even got issues of Pravda, in Russian (which I couldn't read). I'm sure with the political climate in the late 60s that they had a file on me but nothing ever came of it. You can either go completely off the grid or you will be watched... and even then there is facial recognition software and cameras everywhere, plate readers and unless your car has points, plugs, and a carburetor... someone is likely tracking it if they want to. The police are steps away from a device that will point, shoot, and kill the computer in your car and stop you.
I would not worry about it because there really isn't anything you can do about it except think you've done something and likely draw undue attention to yourself by appearing to trying to hide something.
The worst that is going to happen is the creepiness of having everything you take a look at on Sweetwater or Amazon show up in ads on other sites you look at.