How to maintain maximum anonymity in the future?

My fear is that special AI systems will appear that will analyze every message I send and every action on my device.

What skills should I have? What Linux knowledge should I have? What should I know about routers and how the Internet works, VPN, and so on?

I'm still on Windows, and it's starting to scare me. I just found out that the system records almost everything I do and sends the data to servers. And someone also told me that if I want an anonymous system, I have to figure it out myself, completely.