It is rumored Linux has NSA back doors. Essentially, the more you security-up, the more attention you attract.
The goal should be to avoid unnecessary snooping such as by corporate entities who then onsell your data.
Install Ubuntu - all you need is a USB,
https://unetbootin.github.io/ and the distro
https://ubuntu.com/Linux is free -
if you don't value your time. It has a learning curve. Although terminal has been reduced, it's handy to have.
So at least - go for a Linux Distro, get a browser with ad blocking features, get a VPN like ProtonVPN and that way you'll reduce your footprint.
People who go all the other way will end up getting on a watchlist (I only really want to prevent corporate snooping - as for the government, I have nothing to hide. If it becomes an issue, then they should be scared). People who do nothing will end up on a corporate profile with picture, govt. details, and personal details. You don't want that.
If Linux is too hard in 2025, then you are being a sissy-baby

There are plenty of apps such a LibreOffice, Thunderbird that replicate the Windows experience. Even PlayonLinux and Lutris for Windows strategy games that you might like...