Long story short - a while ago US NSA has leaked various "proprietary US gov haxors" tools, malware and other stuff that they used to hack various machines. Obviously that didn't went unnoticed by haxors around the globe and now we have quite a few more viruses and stuff out there. Some of those viruses/malware use hole in Windows PC <-> Windows PC communication (mainly using the LAN) to spread itself - MS17-010 patch should cover that hole (MS added updates for those issues when they went public, NSA had no intent to help MS patch their holes, even though they knew it, so they could use Windows holes for their shady actions, which ended up with loads of affected Windows machines when they leaked their haxors stuff). Usually I don't recommend to install every single Windows update (there are quite a few of those that I would advise to uninstall, so no wonder ), but this one is worth mentioning, since the only thing that could protect you from malicious attack over the network with this hole is a well-configured firewall. Especially recommended for those who use shared/public VPNs, remote connections or have LAN-based provider.
You can download that update through MS17-010 page (clickidy-clack on your Windows version there to find the proper KB update for your Windows), or find the relevant KB number in Windows update if it shows there.
After the installation of this patch I haven't found any suspicious activity from Windows, that Microsoft tries to push with lots of their updates for like 2 years now?
The only thing - it triggered the ngen v2, so I recommend to execute it for overall Windows performance benefit. You might as well try if it triggered your ngen v4 (if you have it on your machine), cause who knows what they have prepared for different Windows versions.
For those who don't know how to execute or what I meant by that - run that in cmd.exe:
Also as a reminder - remember to be cautious online, don't run executables send to you by mail and stuff , even if you have a perfect protection - it won't save you from your own stupidity or inattentiveness.