I haven't seen these first hand, but several tech blogs are reporting that Microsoft has begun advertising on the Windows 10 lock screen. In this case, a full screen image from Rise of the Tomb Raider appears to be overlaid with a few links, like we used to see on the Bing homepage (except that this seems to launch the Windows Store app).
Image Credit: David McGavern via Twitter
One key thing to note, though, is that Microsoft allows you to disable these. If you go to Settings -> Personalization -> Lock screen, you can flip “Get fun facts, tips, tricks, and more on your lock screen” to off. It also doesn't appear to be targeted based on your personal information, although that is difficult to tell with a sample size of 1. In that case, however, where the ad is located would be fairly irrelevant.
Personally, I'm not too upset. Microsoft allows an easy, safe opt-out, although the option could be better labeled. Regardless of the number of people who block the ads, the part that matters is how intrusive they are. If the setting continuously reverts, or it moves to Group Policy, the registry, or worse, then it could be a problem. (Or, of course, if it sacrifices usability, performance, or security.)
The last part is an interesting note. I've read a few comments that are concerned about it being an attack vector for malware. They seem to assume it must be, but not necessarily (relative to other theoretical attacks, like Microsoft.com itself getting hacked). It looks like everything is served directly from Microsoft, and the functionality is severely limited. It could be done right, but yes, it's possible that they could be tricked in the future into providing a malicious link (just like they could be tricked into hosting a malicious app at the Windows Store itself). They mostly depends on the volume and type of ads they plan to integrate into the OS, and where.
Windows Store brings me to my personal concern — antitrust.
Governments have been more permissive about this issue than they were two decades ago. Back then, the integration of web browsers and media applications were cause for litigation. Now, companies like Apple are able to ship OSes that disallow third-party browsers (beyond just reskins of Safari). (Update: Feb 26th @ 8:48pm – There was a bit of confusion. I am referring to iOS, specifically. Mac OSX allows full third-party web browsers. The example was referring to how iOS is legally treated compared to how Windows XP/Vista/7 was.) Again, Microsoft needed to put a browser ballot in Windows XP, Vista, and 7, yet, when Windows RT launched, they would completely ban any web browser unless it used Internet Explorer's Trident engine. Think about that direction shift for a moment.
I wouldn't accuse Windows Store of having a dominant stance in digital distribution market share, but it definitely has unique exposure within the OS. This could become a growing concern, especially if Microsoft progresses with their initiatives. At the same time, several other platform owners are doing the same thing (pretty much all of them). Should we place boundaries on this behavior? If so, what and how?