Try this:
<Style TargetType="Control">
<Setter Property="Margin">
Value="10" />
</Setter>
</Style>
or this:
<Style TargetType="{x:Type Control}">
<Setter Property="Margin">
Value="10" />
</Setter>
</style>
The problem is that Control is not under UIElement. UIElement is another class and does not contain a Margin property.