You can control whether Cortana is on or off. For more info, see the "Flip the master switch" section in Cortana's settings.
If Cortana is on, you have options for managing the info in Cortana's Notebook, and also data that has synced to the cloud. For more info, see the "How to manage your data when Cortana is on" section in this topic.
If Cortana is on, you can control detection of tracking info in emails. For more info, see the "What is Cortana looking for in my email and texts?" section in this topic.
Regardless if Cortana is on or off, you can choose whether to send your browsing history to Microsoft to help improve our services and products. If Cortana is on, browsing history that you choose to send to Microsoft will also be used to offer personalized suggestions. You can change this setting on your phone in Settings > Applications > Internet Explorer > Advanced settings, and clear or select the Send browsing history to improve and (where available) personalize services check box.
If Cortana is on, you can control whether Cortana uses information from your Facebook account for personalization. For more info, see the "Sign in or out of Facebook" section in Cortana's settings. Note that if you turn Cortana off after connecting Cortana to Facebook, you'll continue to receive Facebook personalization in other experiences on your phone. To disconnect Facebook after turning off Cortana, go to Settings > Applications > Store, tap Suggestions, tap and hold Facebook, and then tap Remove facebook suggestions to remove Facebook suggestions.