I've considered trying to use a VPN, but no matter what you do, your not 100% private, people who are tech savvy enough, could easily figure out how to get through a VPN to find your exact location. VPNs say they protect you, but in reality they don't do a whole lot. They're more like a tool to just change your location from the small time people who want to possibly swat you or try to expose your private details. It'll be harder for them to do that, but it's not impossible.
Basically, just be safe. Don't go to any fishy sites, or sites you're unaware of. And if you use a VPN, research them, and find the best one. Make sure to find one that's more for privacy and is open source.
And what about which protections to use? Like browsers/VPN etc?
With Browsers, I'd recommend using the Brave browser, or DuckDuckGo. Both to my knowledge don't allow any trackers through, same with ads. There are some other privacy themed browsers out there as well.