Check out these articles by Steven J. Vaughan-Nichols: 

https://www.computerworld.com/article/3200375/for-real-windows-10-privacy-you-need-the-china-government-edition.html

https://www.computerworld.com/article/3163627/if-you-want-privacy-you-need-to-run-linux.html

Also, for an *impartial* comparison of VPN providers check out: 

https://thatoneprivacysite.net/

And for a walk-through of uBlock Origin check out the Youtube video by The Hated One:

https://youtu.be/2lisQQmWQkY