After you upgrade to Windows 10, the OS will keep the Windows.OLD directory for about a month to give you a choice to go back to previous OS in case something goes bad. You have two solutions as of this moment:
Delete the directory manually. It's not recommended by Microsoft, but I did that on my PC and nothing happened.
Wait 1 month and the directory will be deleted automatically.
Note: If you plan to delete it manually, boot to Safe Mode and remove it from there.