If you don't change the default privacy settings, Windows 8 Store apps you download can tap into your personal information, including your location, name, and account picture. Windows Store will also gather the URLs of the web content you use within apps. If you're not crazy about this idea, head to the PC settings.
Hit the Windows key + I keyboard shortcut and then click "Change PC Settings."
Next, go to Privacy and toggle off all the personal data settings you don't want to share with apps or Microsoft.
Sometimes it's useful to have your location automatically shared (for example, if you use a weather or maps app), but you'll be able to customize those settings within the individual apps. You don't need to have these privacy settings turned on across the whole system, and I believe Microsoft should have turned them off by default.
Anyway, now you know where to adjust your Windows 8 privacy settings to your liking.