Got to laugh, just tried to set up the microphone on Cortana for it to tell me the microphone isn't a supported one but it will try and set it up anyway. This is on a Surface Pro 3, MS flagship device and it's not supported correctly
She does hear me now, but for some reason isn't talking back. Just showing results in Edge instead which isn't exactly what all the videos showed off. Even simply questions like "What is the time?" just give me the results in Edge instead of her answering back.
As much as I love MS, this stuff wouldn't happen on a Mac.