I started to reclaim my privacy back in 2016 when I switched from Windows to Linux. Today, I only use Windows for gaming and photo editing (Adobe Lightroom are still the best out there for me).
When it comes to VPN, I have used Mullvad VPN for years now. Super cheap (only 5 EUR per month) and privacy friendly.
But VPN only encrypts your connections and points your IP to somewhere else. If you want to take your privacy seriously, you need to take some actions and not only focus on the VPN part. For an example, Facebook, Twitter, Google Chat, Messenger, WhatsApp, Skype, Discord, and more are really, really bad for your privacy.
Instead, use XMPP or Matrix for chat options. If you want an encrypted service yet get better privacy than WhatsApp, use Telegram. Signal uses servers from big tech companies, but yet Signal are still better than WhatsApp.
Mastodon instead of Twitter and Facebook. Revolt or Mumble instead of Discord. Invidious, Piped, youtube-local, or NewPipe instead of YouTube. ProxiTok instead of TikTok. And so on.
Use containers for Google and Facebook services in a browser.
I guess you get the idea ๐