People have worked themselves into a frenzy, but I have discussed why I think this has been blown out of proportion. Although you should have selected whether or not you want this feature enabled when you first set up Windows 10, if you want to check your settings and change them either to share or lock yourself down, here are some instructions for you!
First, get in to Windows 10’s Wi-Fi settings. Simply use the search bar at the bottom of the new Start Menu and type wifi, then click “Change Wi-Fi Settings.”