Browsers offer many privacy options and the difference between them in effect is large. These are the ones that matter.
Third-party cookies
Cookies set by a domain other than the one you are visiting, used almost entirely for tracking across sites. Blocking them is the single highest-impact setting and most browsers now do it by default. Verify yours does.
Fingerprinting protection
Sites can identify you without cookies by combining details about your device – screen size, fonts, graphics behaviour. Protection makes those signals less distinctive.
It is imperfect and reduces the accuracy of tracking substantially.
DNS settings
By default, the lookups that turn a domain name into an address go to your internet provider in the clear, which reveals every site you visit. Encrypted DNS moves that to a provider you choose over an encrypted connection.
Worth enabling. Note that you are choosing whom to trust rather than trusting nobody.
Search engine
The default search engine sees every query you type. Changing it is a single setting and affects more of your data than most privacy features.
Extensions
A content blocker is the most effective privacy tool available to a normal user, because it stops the tracking scripts from loading at all.
Be selective, though. Extensions can read everything on every page, and a compromised one is worse than the tracking it was blocking.
What does not do much
Private browsing windows, which prevent local history and nothing else. Your provider, your employer and the sites you visit see exactly the same as normal.