Life has become a great deal more frustrating since I started taking online privacy seriously.
I now run a network filter which intercepts all unknown connections and lets me approve them on a rule-based basis. I generally block all attempts by all software (including the OS) to phone home, making only exceptions when network connectivity is absolutely essential for the program to function. It is then approved on a per-session, per-server basis.
All my traffic typically goes through a VPN.
I use two browsers. One is my "clean" browser", with cookies disabled (except when explicitly allowed) and a number of blockers for ads and embedded social media crap. The other one is my dirty browser, Chrome. I assume that everything I do in this browser is being tracked, logged, analysed and stored. Mostly used for Facebook and Messenger.
Living like this takes time, knowledge, enormous patience and a lot of logging in. No wonder most people can't be bothered. But remember, it's not paranoia if they're really out to get you. And they are.