If you don’t like how much space the Cortana search box is using up, just right-click on the taskbar, go to Cortana and choose from Hidden or Show Cortana icon. If you want to change Cortana settings, just click on the gear icon at the left and you can turn it off or on, enable or disable Bing search, etc. In order to use Cortana, you also need to sign in with a Microsoft account.
Many people have complained that way too much info gets sent to Microsoft and it’s probably true. Before you click the Use Cortana button, you’ll see a list of items that gets sent to Microsoft from your computer including location, searching history, calendar details, voice input, browsing history from Edge, and lots more. Note that you give up a lot of your privacy when you enable Cortana. If you want use Cortana, click Next and follow the instructions. If you click on Not interested, Cortana will be disabled, but you can still search the computer and web.
When you click in the search box, you’ll be asked if you are interested in enabling Cortana or not.