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More tracking protection options
From the Metro version of Internet Explorer 11, you can still turn on Tracking Protection and control Do Not Track requests. For the first time you can also choose to block third-party cookies.
When setting up a new account, you get some additional options, including several that make it very clear you're choosing to send additional information to Microsoft.
SkyDrive is now a local file manager too
It might seem like an odd place to find this feature, but the Windows 8.1 SkyDrive app now acts as a feature-rich version of File Explorer as well.