Yes, it is overwhelming and you’re far from alone. See this topic:
Just take one step at a time. Choosing a browser first is a good first step as this is usually what people use the most.
Then you can just go one step at a time on where your usage is vs time to implement.
For instance, this community pushes a lot towards Linux, but switching might be too much for you in the beginning.
Here’s a roadmap I would recommend. The first 3 steps are easy wins. Don’t rush. Just do one step at a time or you’ll burn yourself out:
1- Pick the right browser for you;
2- Pick the right VPN for you;
3- Change your DNS settings on your router;
4- This one will take longer: go through all the apps you use and determine which ones you use the most. Then check if they are “privacy-safe” to use. This will take a while.
5- Switch to Linux (I haven’t done this yet) or follow the guide to remove Telemetry on Windows.
All of those steps have guides. Let me know if you need links.