Apps, which support iCloud document storage, are automatically stored on iCloud before they are first manually saved (without asking you). For example TextEdit.app. You should definitely deactivate this.
How to fix it
macOS 10.11 – 14
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Open the terminal.app
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Enter and press return:
defaults write NSGlobalDomain NSDocumentSaveNewDocumentsToCloud -bool false -
You have to log out and in again or to reboot to make this change effective.

