We have known for some time that Cortana was coming to the desktops, in fact, Neowin was the first to break open this nut and talk about what to expect. As we approach the release of Windows 10 next year, we are starting to see some of the first Cortana features make appearances in these early builds.
Last week, Microsoft released Windows 10 build 9879 for public consumption if you are in the "fast" release cadence. When you dig into the Zpc settings app, you can see some of the first Cortana settings to surface (that are functional). We posted the picture of these settings at the top of this post.
The settings are in the "privacy" section of the settings app and allow you to clear any personalization data on your machine related to Cortana. Seeing that Cortana "learns" about your habits, locations and preferences, it makes sense that Microsoft will allow you to clear this data if you do not want it stored locally. Additionally, you will have to go to Bing to clear any cloud based information too, although, this is nothing new as you can clear this info now for the Windows Phone version of Cortana.
This is a small step towards Cortana becoming available on the desktop but if there was any doubt that the feature would show up before the final release of Windows 10, this bit of information should put those concerns to bed.
Thanks for the tip @BogdanSPD!