The newest feature (for smart phones apps only, not Surface of laptops) adds a layer of security to Microsoft's cloud storage.
You can go to Settings and add a 4 digit pin that prevents anyone using your smartphone from accessing your storage and accidently (or deliberately) deleting your files and photos.
If you are one of those who refuse to put a pin lock on your smartphone, consider putting a pin on your OneDrive space. If your phone is stolen or lost, you can at least protect your files and privacy. I've dealt with people who have been devastated when they lost the ONLY photos they had of loved ones who died because some ass purged their cloud space "because they could". Protect your files.
ANd if you are one of those who refuse to lock down your phone, rethink this. The hassles of replacing your phone - not to mention the expense - is worth the 5 seconds it takes to punch in four little numbers. Oh and don't use 1111 or 1234. Trust me, those are the first numbers any self respecting thief will try.