Ok, was searching youtube videos so I can share the cortana awesomeness and found this:
https://www.youtube.com/watch?v=Ich_PHIMVPoActually it's not really cortana that fails, but rather the dell person.
The video is to teach you how to activate - hey cortana. The person failed terribly coz she still clicks the mic AND say hey cortana, LOL.
Once you do what she did in the video, you don't have to click the mic icon anymore to use cortana. That's the very point of turning hey cortana on.
Hands free.
But I am guessing (really hope I'm right coz, wow) she click the mic icon anyway coz she does not want the viewers to see you need to say hey cortana several times before she hears you. Ugh. I have dell, so I know.