What web browser do you use?
If you're like most people [1], you're using Google's Chrome browser. Not the worst choice. But Chrome is a Google proprietary product with no price attached. What that means, is that YOU are the product. By using no-price products/services, there is an inherent business model built-in whereby you are funding some revenue somewhere. Usually that means that your private data is the product which the vendor is monetizing. If you're using Chrome to Facebook, then you really don't care about privacy at all.
If you're using Microsoft's Internet Explorer, or Apple's Safari browser, you should definitely try an open source alternative.
Open Source Browsers
Browsers such as Google's Chromium (the upstream for Chrome) or Mozilla Foundation's FireFox are open source. They offer much better features, privacy and control compared with the proprietary browsers. Still, there are plenty of reasons why these browsers don't go far enough to protect your privacy by default. One open source option which does offer a good degree of privacy out of the box is also the oldest browser still in use today: the lynx browser is a text-based browser. But, because it's text-based, you probably won't use it unless you're normally in front of a console.
Privacy Enhanced
The Iridium browser is a fork of the Chromium project with many key differences that provide privacy by default, and actually disables privacy-leaching aspects which are not exposed to the user in "settings". https://iridiumbrowser.de/
References
Timeline of Web Browsers
Here is a wp:List of web browsers and a corresponding timeline
