Most Linux distributions are going to offer an inherently more privacy-respecting experience out of the box, as very few collect telemetry on an opt-out basis. Add to that a reputable VPN, a discerning selection of applications, and you will be off to a very good start.
At that point, your online activities will have a larger bearing on your privacy. The direct use of most social media platforms, such as those owned by Google, Meta, Twitter, or TikTok will almost certainly eliminate any semblance of privacy.