You've taken your first step towards being a digital ghost, immune to the powers of the tyrannical government of your choice, the evil corporation of your choice, and the exploitative bourgeoisie as a whole. The secret to not having your privacy invaded while on-line is this:
Stop using the internet
Stop using computers
Unfortunately, no system is fully secure, and that should be the first thing you learn here. Almost every program has its bugs, and no program, service, or system should ever be trusted as perfect.
This is all to remind you to be sceptical of any system's claims. The less they admit their own faults and limitations is probably the less secure they actually are.
Never Assume You Are Safe
Know That Anything You Do Might Be Vulnerable
Given Enough Time, Resources, and People, Any System Can Be Cracked
That being said, the rest of this guide will teach you how to minimize the number of possible holes in your system. This could go into more detail about things like how to design threat models, but the intention is to create something that most people can pick up and use.
Digital security here refers to things that matter while actively using a computer.
Keep your software as up-to-date as possible. This is critical because vulnerabilities in older versions of software have more time to be discovered and exploited. Many tools used by the NSA and CIA only work for older versions of Linux.
Use free software whenever possible. Free software does not mean free as in free beer, but free as in free speech (see the GNU project's definition for more details). Free software generally ensures that the software isn't doing anything you don't want it to do, as you have access to the source code to verify what it's doing. It also means the person or group that maintains the software can't get you in trouble for using it in a way they don't like.
Download software only from trusted sources, like your OS's package manager, trusted 3rd party repositories (like RPMFusion), F-Droid, or the website of the developer. If you don't use a package manager, verify the download using it's PGP key, if the developer provides one. A guide on how to do this on Linux can be found here. If you're using Windows or macOS, you're wasting your time verifying your downloads.
If you're not paying for a product, and the program isn't free software, chances are they're making money off of you somehow, usually through tracking and ads. There are some exceptions to this, but do not trust any non-free gratis software to be secure or private.