I run Firefox with uBlock and no Flash installed. If I need to see anything with Flash, I run Chrome (also with uBlock), which by default comes with a sandboxed version of Flash.
I'm also running the Pro version of Windows 10, which lets you disable Cortana through group policy (I don't think you can do that with the Home version, but there are other workarounds). I also disabled the Telemetry services manually (there are docs online). I'm not sure it's 100% cutoff from Microsoft, but a good amount is.
As far as Game demos/rentals, it's all about where you get your stuff. I really can't help you with that, other than telling you to stick to sources you know are good.
I should also add I'm not your average PC user, tbh. I run a very lean Windows, only third party apps are Brackets, Firefox, Chrome, Remotix, a VPN client and Thunderbird. All my email, etc is offsite. So my situation might not work for the common user.