There is an update available in Windows 8, which is labeled Important, that just became available in the last 24 hours. If installed it will allow Microsoft to collect anonymous data from your system without asking your explicit permission to send it back to Microsoft.
According to Knowledge Base Article 2730450 at the Microsoft Support Site no personal info will be sent with the trace information to Microsoft:
The anonymous traces contain no personally identifiable information and are used to support the identification and correction of operating system (OS) performance issues.
There is not much more in the article except for a list of files that are manifested in the update and a statement that this update does not replace any previously released update so this is brand new.
In the past, specifically during the Windows 7 public beta process, Microsoft has required participation in the Customer Experience Program on any installation. That allowed them to collect system stats, performance information and crash reports. It was like the required payback to participate in the beta process. In the Windows 8 Release Preview that is not mandatory and can be turned off.
This update, if you check for updates via the Metro Control Panel under PC Settings, will be installed by default.
Anyone have any other info on this update and its background beyond what has been provided? Let us know in the comments below.