Cortana is Microsoft's voice-activated assistant, but it does much more than just respond to commands. Cortana links in across different devices, giving reminders when required and getting to know the user. It can recognize an individuals voice and handwriting, among other things. For this reason, many Windows users have turned the Cortana function off due to privacy concerns - particularly because, by default on some machines, Cortana is always on, even when the machine is in sleep mode.
Cortana can also respond to specific occurrences - for example, a user can instruct Cortana to remind them to say something to a person next time they call. This is undoubtedly a useful tool for many, and also a mine of forensic information.