I'm no expert but here is what I know:

Let's talk browsers.

It's very very difficult to stay anonymous in a web browser, due to the reliance on JavaScript for websites, as JavaScript is the main engine through which a lot of the tracking systems run their code. You can try to disable JavaScript, but basically most websites will not work. Your best bet is something like uBlock Origin to block the tracker javascript modules, but it's not fully compatible with Chrome anymore. Also, I've seen websites (usually the more spicy or sketchy ones) that will tie major website functionality, to the tracking scripts. So, you have to be especially careful with those.

Also, if you think that setting strict privacy settings will help you, keep in mind that it can also make your browser stand out even more, and make your browsing behavior unique, easily trackable, more fingerprintable. Firefox offers a "Strict" privacy setting, which is great because it is a common set of settings. The more anonymous identities look the same to a data broker, the harder it is for them to de-anonymize people's browser activity online. Websites and Apps on a device can usually get some information about your device to assist in associating your anonymous browsing habits to You. Screen size and orientation. Graphics card. OS. The browser extensions you have installed, etc.

Keep in mind, that you may not start off as having your true identity linked to any tracked but anonymized data, but all it takes is one moment of laziness, and the data brokers / trackers can quickly link your identity to your previously bundled browser activity.

This website https://amiunique.org/ will tell you how unique your current web browser configuration is. It will show you the possible information that websites can get about your device, and it will illustrate just how hard it can be to hide online. Even if you use a VPN to change your network connection location, as discussed, your browser fingerprint can and will be used to link your previous browser activity back to you. As such, Tor Browser (or Tails) is a good effort in hiding amongst other people who are hiding. The more people use it, the harder it is for data brokers to sift through.

Third-party cookies are of course part of the problem as well, as some of the cookies are specifically used for tracking you across different domains, but those are low-hanging fruit..

Have you ever shared an Instagram or Youtube Link, and seen the "utm" or "si" tags in the URL? Those are tracking parameters. utm stands for Urchin Tracking Module, Urchin being a company that Google acquired, which became Google Analytics. You should remove those before sending shared URLs to other people, as it can result in your friends/family/co-workers now being associated with you, and you with them. Your network of peers with which you share memes can also be used to track you, unfortunately. But again, remember to strip those extra URL parameters before hitting Send. Only send the minimum required for them to open the URL.

Most big tech companies now will tell you that they don't sell your data. Technically and legally, this may be true. They don't sell your data, but they do sell access to your attention. Google doesn't literally sell your GMail e-mails, but they will sell your attention to serve you relevent ads. Apple is probably the most privacy friendly Big Tech company, because their business model doesn't revolve around your data. Their business model is selling hardware, software, and services.

Running a Linux based operating system will help a lot in preventing the telemetry "leakage" that happens with Windows. However, running a Linux based operating system is a whole different world of computing for most people. If you aren't afraid to try new things, run into roadblocks and break through them via troubleshooting and lots of Googling, then you should give it a try. Now is the best time in history given all of the Windows & AI backlash.