Recall is a proposed feature that would screenshot the Windows screen periodically, OCR the screenshots and store the results. Ostensibly supposed to be a "remember things you did" feature for the user but suspected to be a data collection tool for Microsoft to train its AI systems. Security researchers have also warned that it puts users at significant risk if their computers are breached by malware.
Copilot started as a programming AI tool which used open source software off the popular development site GitHub as training for its AI and as source of code samples. It's already caused Microsoft to be sued because it offers code verbatim to users without mentioning or obeying its licensing. Nowadays Microsoft is expanding the Copilot brand to include other kinds of AI assistance, for example one that helps you write emails in Outlook etc.
Hello is an authentication method for Microsoft accounts using biometrics and TPM chips.