How can I personalize my computer without activating Windows?

Go to Personalization in User Configuration. Double-click on Prevent changing theme setting. Select the Disabled option. Click the OK button.

Can I legally use Windows 10 without activation?

It’s legal to install Windows 10 before you activate it, but you’ll not be able to personalize it or access some other features. Make sure if you buy a Product Key to get it from a major retailer who backs their sales or Microsoft as any really cheap keys are almost always bogus.