Maby late. But I hope I can add some short post here for easy privacy steps:
1. VPN (great to hide your real IP)
2. When just starting maby switch to Brave browser (great privacy by default, and ad-Blocker and tracking-Blocker active by default)
3. Switch to a privacy-focused websearch (search.brave.com was the best for me until now), when you really love google, startpage.com offers google search with privacy.
I think these three steps are real no-brainers, which are setting up once and live goes on in just the same rythm with a little more privacy. Therefor I would consider those (even without VPN, since VPN you already have to setup) steps the first to start a privacy journey.
And a short take on "nothing to hide". Privacy is not about hiding stuff. It is rather about having control of what information you want to show of yourself. When you decide to have the door to the toilet open while downloading this is your decision. But Google and Facebook do is they let you decide if you want the door to be open or not. But they already installed cameras within the toilet so they can see your actions independent from the door. Privacy focused tools empower you to decide what others can see.