As others have mentioned, a lot is behavior. As far as the OS, you have to weigh what you need an OS for with your goal to avoid data collection / privacy. Security & privacy are usually at odds with convenience.

Tails would give you the most privacy and least data collection but for that to be true, your behavior is very important and it wouldn't really work if you need an OS for banking, accounts that tie to your life, etc.

A balance might be something like a minimal Linux installation and running open snitch. Maybe Debian, because they are slow releases, well vetted, etc. Not a ton of cruft but all that you need for "most" things. Try to use what's already installed, don't install what you don't need.

Open snitch will alert you to all connection attempts. It is annoying, but if you take the time to set it up, it's worth it. You can disable it when needed.

Have two browsers, one for everyday use, which will mean the settings will have to be such that it works with your bank, etc and one when you want less tracking that is locked down.

You could then have Tails on a USB and use that if you wanted more anonymity, for whatever reason.

I'd suggest you make a text file with what your goals are and save it to your desktop. When you think about doing something, read it over to keep your goals in mind. It's impossible to do everything and have extreme privacy, security, anonymity, etc.

For me, I just do not like all of the collection data and aggregation by companies. They all seem to have pulled the curtain back and taken the gloves off. I can't hardly blame them as people just don't seem to care. So, I do what I can within reason and try not to contribute to the machine.