Cortana is your personal assistant working on your phone, PC, and Tablets running on Windows 10. The HoloLens device running on Windows 10 is no exception; it has support for Cortana.
By default, Cortana is on when you use the device for the very first time. You can start by just saying "Hey Cortana" anytime while using the HoloLens. Be it opening an App, controlling the brightness, taking a picture, or even shutting down or restarting your device, you can always use Cortana's assistance.
At the time of writing this book, Cortana on HoloLens was available in English only.
You can turn Cortana off or change its settings from Cortana's settings options.
To shut down your device, you can just say "Hey Cortana, turn off". Cortana will ask for re-confirmation, "Are you sure you want to shut down?" If you reply, "Yes.", the device will be turned off.