So what exactly can be pinned to start menu in Win10?
  • Applications, obviously,
  • Folders,
  • Settings from modern Settings App,
  • Settings from Control Panel,
  • Websites, through Edge menu,
  • Websites, by creating "application view" in IE11,
  • OneNote notes and notebooks through modern app

Anything else? I'm thinking files, shortcuts, emails, contacts etc.

I've seen there were hacks to pin files in Win8.1, didn't try them yet. Is there any way to pin files without hacks? When I drag a file over start icon I get a "pin to start menu" tooltip, but can't actually do that.