Windows CE and Windows Mobile for starters

Microsoft launched Windows CE (code named Pegasus) in 1996
Previous attempts from Microsoft – WinPad (Win16) and Pulsar (Win32) projects (both canceled), Teams joined and became Pegasus.
Windows CE (now known as Windows Embedded) is a functionally scaled-down Windows operating system. It means it does lots of things like the desktop Windows but not all.
Designed from scratch for requirements of embedded and handheld devices (memory, CPU and power constraints). Although Windows CE has some functionality similar to desktop Windows but they are implemented completely differently.
CE kernel can run in under 1MB RAM
Windows CE is a highly customizable operating system. OEMs can pick and choose features or add new ones to their devices as per the requirements. For e.g. one Windows CE device can be a handheld with a display and a keyboard and another one can be a headless device without any display or keyboard.
Multithreading Support: Multithreading gives an illusion to running applications that all the system resources are available to it at all times. The illusion is a result of some intelligent time-sharing (also known as Scheduling) implemented in the operating system.
Pre-emptive scheduling between different priority levels and round-robin policy within a level.
Processor Support: Windows CE is supported on x86, ARM, SH3 ad MIPS based processors.
Difference between Windows Mobile and Windows CE: Windows Mobile is built on top of Windows CE kernel and subsystems. It is targeted at handheld devices with specific hardware and software features. OEMs are required to following strict guidelines (software and hardware) for developing their devices.
Windows CE supports Unicode only.

Windows CE and Windows Mobile for starters

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