I agree with Al about the hardware issue, but back to your privacy concerns. This subject has been discussed ad nauseum on every computer forum and discussed at length at every conference and University. The general consensus is that it does not matter what OS you use, what web browser you use, what search engine you use. The bottom line is if you connect your computer to the internet then you are subject to the same surveillance as every other networked device.
If the only reason that you are leaving Windows is because of privacy concerns, then you might as well not change. But if you are leaving Windows because of the beauty and elegance of Linux, the challenge of learning a new OS, the infinite choice and customibility, the concerns over proprietary software or the attraction of the philosophy of FOSS, then welcome to the world of Linux. It is wonderful.