This is the most commonly heard questions while discussing online privacy. Why should I care about my privacy when I have nothing to hide? Well, the thing is.. everyone has something to hide at some point in their lives. It can be something incredibly insignificant but consider this; everything you do online is being recorded and archived. Every little piece of personal information you feed the internet is used to build up this perfectly structured file that dates back years if not in perpetuity.
"Why should I care about my privacy when I have nothing to hide? Well, the thing is.. everyone has something to hide at some point in their lives."
This is called data retention and it's the main concern when it comes to online privacy. Something you might feel is insignificant at this very moment could very well come to haunt you in the future. We've all had our adolescent moments of pure stupidity. Lucky for me I'm old enough to have those be buried in the past or embedded only in the minds of the people that were around at said moments. These days there's pretty much a camera pointed at every person throughout the day.
Mistakes you make today may very well be stored forever in a place beyond your control. Some of this is just a fact of life and accepting that you can't control everything and everyone. There is however a lot digital hygiene you can do to at least better protect whatever data you expose.
The very first step should be to determine your threat model. The lengths you have to go to in order to escape surveillance is often determined by your threat model. To go into great detail on this would warrant a dedicated post since there's a lot of ground to cover. If you're interested in reading up on some of this in more detail I can recommend this article.
Regardless of your threat model it's good practice to excercise minimal digital hygiene which I will explain below.
Basic digital hygiene
Start using a VPN, I cannot stress the importance of this enough. By sharing your IP with dozens of other internet users it becomes much much harder to pinpoint specific behavior to your person. This alone however will not protect you to the full extend.
An ever increasing part of your computer/device session is being spent inside the browser. Browsers are getting smarter and better every single day to the point that even a lot of the software you used to have installed is now available as a hosted web-app. Your browser has the potential to expose A LOT about you as a person and should be considered a potential vulnerability.
As far as browsers go I would definitely recommend using Mozilla Firefox or a completely Open Source derrivative build like Fennec. Main reasons for opting for Firefox is the fact that it is independant, Open Source and is not silently tracking your behavior by default.
By default Firefox is not set up as hardened as it can (and maybe should?) be. Therefore I wrote an article on hardening your Firefox installation for privacy leaks.