Make maintainable changes to the services you use and your behavior/habits related to privacy. Go at a gradual pace that won’t interupt your daily life.
Worry about things that you can control. You can only do your best. It doesn’t have to be perfect. You might not be 100% secure and private, but that doesn’t mean you have to make it easy to be tracked.
Start with low hanging fruit and easy changes.
Like switching web browsers; installing adblocking and privacy oriented addons (jShelter is a good one); switching to a more private search engine; setting privacy settings in apps and services; using strong, unique passwords and a password manager; replacing more and more software that you use with FOSS alternatives; use a good VPN.
If you’re ready for it, get or build a NAS and self host instead of using cloud-based services. Set up a pihole server for network-level protection from trackers and ads.
There is a jellyfin app for common smart TV platforms