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As mentioned, there is some great software here https://www.privacytools.io/ and nearly everything you need to know to get started here https://wiki.archlinux.org/title/Security (useful even if you don't use Arch/Arch based distros, some of the stuff may be overkill and you need to figure out where to draw the line yourself in terms of tradeoffs). This guide, although it is geared towards servers also has some useful tips that apply to any linux system and is a little easier to follow https://github.com/imthenachoman/How-To-Secure-A-Linux-Server
It is also important to secure the network your system is on, you can use something like https://opnsense.org/ or if you want something simpler, https://pi-hole.net/ is great for blocking most ads/telemetry, and since it should be running on its own machine with nothing else, it is harder for it to become compromised. If you want to monitor connections from individual applications, there is a pretty good tool here that is like GlassWire on windows https://github.com/elesiuta/picosnitch
It is also important to secure the network your system is on, you can use something like https://opnsense.org/ or if you want something simpler, https://pi-hole.net/ is great for blocking most ads/telemetry, and since it should be running on its own machine with nothing else, it is harder for it to become compromised. If you want to monitor connections from individual applications, there is a pretty good tool here that is like GlassWire on windows https://github.com/elesiuta/picosnitch
It is also important to secure the network your system is on, you can use something like https://opnsense.org/ or if you want something simpler, https://pi-hole.net/ is great for blocking most ads/telemetry, and since it should be running on its own machine with nothing else, it is harder for it to become compromised. If you want to monitor connections from individual applications, there is a pretty good tool here that is like GlassWire on windows https://github.com/elesiuta/picosnitch
The most important tip I have to give though is never run anything from outside a trusted repository or trusted source. If you must, test it out first in a virtual machine, and if it is some proprietary binary, even if you're not using Arch, there is usually a PKGBUILD for it in the AUR where you can confirm the hash (and see if there are any negative comments). And stick to flatpaks if you can since they are sandboxed and there's a very easy to use permission manager for them https://github.com/tchx84/Flatseal