Windows is closed source and controlled by Microsoft. There is no way to verify what it actually does on your PC and as long as it’s installed, your computer is not really yours.
Linux is open source and closely scrutinized for security violations or any sort of data collection shitfuckery. That’s no guarantee, of course, but you have a far better chance of your computer not acting as a surveillance mechanism.
Having said that, Linux does take some technical knowledge, so be prepared to put on some work before making the switch.