Also the unbelievable amounts of inconsistent interfaces.
There should be some rule internally at Microsoft that institutes a complete ban on new settings UI unless it actually replaces old UI. The amount of times I need to fall back to the old UI is absurd. Also - I'm not sure programmers appreciate how jarring it even is to have the same settings presented in two places. It forces users to construct some kind of mental model of the behind-the-scenes-actual settings, because of course the two dialogs sort of match, but not quite. Usually there are a bunch of settings only in the old dialog, and a few new ones only in the new, and some interactions between settings are meaningful, so... you basically just fiddle till it works or breaks.
Any (significant) UI change is bad. Churn is bad. If you want to change the UI because the old one really isn't good enough anymore, you want to do so as infrequently as possible, and as completely as possible: no two-slightly-inconsistent-UIs-at-once. Realize that every change starts with a serious downside and needs a lot of upside to compensate.
So I get that Microsoft wants to update some of the windows settings stuff (and other integrated apps). But the aim must be for a fairly quick transition; no years of overlap. And if for some reason overlap is absolutely inevitable, then sorry, you're going to have to make both systems 100% equivalent. Yes, that means adding features to the old UI, and adding legacy options to the new UI - but at least that way there's a migration path. The alternative is the mess we have now: little point in even having all those settings, because 99% of users are merely going to be hurt by all those options they cannot actually control correctly.
I'd honestly rather have retained some legacy win95 era controls and have only one control for each option, than this mess. If you're going to fix it... fix it already!
At least you can drop down to the old Control Panel and get at the settings that they haven't bothered to expose in the new UI.
Unfortunately, you have to do so so often that discoverability of where things are in the new UI suffers. It's not worth bothering to learn, particularly when the new UI is in flux and changing often.
Candy crush in the sidebar, ads all over the home page/new tab page of the built in browsers. Heavy annoying pushes for Microsoft products like starting Microsoft teams every time you boot when I never installed it or even have an account.
I have yet to see ads also, but I do turn off all the unnecessary stuff at installation time. There is this option on Lock Screen settings called Get fun facts, tips, tricks and more on your lock screen and Show more tiles on the Start settings that can bring stuff out and probably some other more spread around, of course they won't make it nicely like Opt out of all ads across Windows just because.
Give a non-technical user a copy of Windows 10 and Chrome, wait a few days for the third party ad networks to catch up, and then watch as advertisement after advertisement pop up in the lower right hand corner.
I'd also like to mention the Microsoft News program as being an annoying delivery mechanism for such content (it seems to have some relationship with the browser based on how the user uses the Internet).
Also the logon screen that is now delightful except someone has sold on the idea that they should add clickbait ads for msn and bing - even on pro and enterprise Windows..!
I imagine management in Microsoft is like a fight in the wheelhouse:
Someone trying to make the best OS there is.
Others trying to do ads everywhere like Google.
Some trying to be a reaponsible reliable company, others somehow managing to to crazy price hikes.
Some trying to be friends with open source, others pushing Edge really hard (but, in fairness, still not as ugly as Google was pushing Chrome at its worst.)