Dave Plummer (former Microsoft engineer who worked on components such as the original Task Manager) posted a very good video talking about online privacy, mostly on how to secure your privacy at the DNS level. It's one of the best video I have seen on the topic, where he even explains things like EDNS Client Subnet and HTTP's SNI. He also explain clearly how a VPN provider might not provide much in term of privacy, and in which scenario they are mostly useful.