I completely agree with your point of view. If you don’t control your technology, then your technology controls you.
You should know that it’s really incredibly difficult to actually establish privacy on internet connected devices. They are designed to share information. Security is often an afterthought and privacy is often directly opposed to the goals of the corporations. It is possible to get a fair amount of privacy, but it is not easy. It will cost a lot of time in learning and configuring things, money to buy specific devices with specific features, and the sacrifice of the convenience that comes with mainstream products (you will have to do a lot more for yourself). There is no quick solution, it is an endless struggle - but personally I think the learning process is extremely rewarding and the skills you gain will be very useful.
So, where to begin? I would recommend learning about the technology that underpins all of the data gathering - computer networking. In order to make real decisions about how to use the technology and how to secure it, you need to understand how it works. You won’t ever know if you are leaking data if you don’t understand how that data is collected and transmitted.
I would like to point you to Professor Messer’s Network+ training course, starting with the OSI model. This will help you learn the terminology of computer networking, and the concepts that underlie everything on the internet. If you get through the Network+ content, do Security+ also.
I also want to recommend the Selfhosted@lemmy.world community. A major goal of self hosting is separating your internet services from corporate control. This community is great place to learn and ask questions.
You should get a cheap computer (old, out of date hardware is completely fine) and install Linux on it so you can start learning how to use it (you’ll need this to get away from Microsoft and Apple, and more importantly to have some control over your computing environment).
You might also be interested in the Murena 2 smartphone. It has physical switches for turning off the microphone and camera and network connections, and it runs /e/os (a de-Googled Android version).