It is a typically Japan-only (or Asian-only) thing so most people outside the region would have never heard of their mascots. Here's a list of the past mascots for those who are curious...
EDIT: I added some videos!
It started with Windows 7 and her name is Nanami Madobe:
Here's a commercial with her roughly teaching how to build a PC with Windows 7 and showing off some of its features - it has English subtitles, by the way:
https://www.youtube.com/watch?v=nngGGBkjMpU
And some lesser known ones with no last names were released as themes that were rewarded as presents for users of Bing during a promotion a few months after the release of Windows 7:
From the left and clockwise: Nanako, Nanae, Nanao, Nanami, Nana. Nana means "7", by the way.
Then came the twins Ai and Yuu Madobe for Windows 8:
There's also Claudia Madobe for Azure:
Here's a video ad for Azure with Claudia and an unidentified character (whom I assume to be named Azu, sadly I don't have much info about her):
https://youtu.be/ZpNfPOZ_lwM
Microsoft Taiwan also created their own mascot for Silverlight named Hikaru Aizawa later followed by her elder sisters, Yu, Aoi and Lei:
Yu, Aoi, Lei and Hikaru, respectively.
Here's a PV of Hikaru. It's in Chinese:
https://www.youtube.com/watch?v=8j49w6QsC1w
Finally comes Inori Aizawa, the mascot of IE from Microsoft Singapore:
Inori also has an official video which you can watch here:
https://www.youtube.com/watch?v=BHTUlF7NA2o
All of the above are official artwork. I'm not sure if there are others but those are what I'm aware of right now. On the other hand, I wonder if the Edge browser will get a new mascot or if Inori will remain the new browser's face.
Anyway, because of the positive reaction from fans, it appears Microsoft will be continuing this trend.