One of the reasons that Cortana has historically lagged behind its competitors is because it's never been able to recognize multiple users. While you might be able to ask it what's on your schedule for the day, anybody else that has access to your Harman Kardon Invoke speaker can pull up your day as well.
As spotted by Greg Edwards on Twitter, that's apparently changing. Some users are seeing the ability to set up multiple users in the Cortana app on Windows 10. You'll be able to train the primary user's voice, and then you can add up to five additional people.
According to a separate report, the feature is only showing up for people that have an Xbox One or a Harman Kardon Invoke linked to their Microsoft account. Because of that, it would seem that the feature will launch for just those two devices at first. Presumably, PCs and other devices that have far-field voice microphones will be supported later on.
The ability to add multiple users is important because smart speakers tend to be shared devices; a family might put one in its living room. Multi-voice recognition will allow for a personalized experience for each user.