It comes with Windows 8.1 with Bing 32-bit. You can load any 32-bit OS you like, I think someone had issues here loading a 64-bit one. Any other OS will void your warranty as mentioned by previous Intel reps (not sure about Windows 10).
If you want to reinstall an OS, make sure you USB drive is UEFI bootable. Just don't delete the recovery partition as Intel will not provide media to reinstall from scratch.
Intel cannot prevent users from doing what they want with their Intel Compute Sticks but before installing any non-validated operating system, I would recommend that you check the following web site: http://www.intel.com/support/motherboards/desktop/sb/CS-035602.htm