Companies and governments glean massive amounts of data from users on the web. This data gets to huge data warehouses where it's matched together and used by many companies and not for your benefit. Part of the issues are the secrecy and lack of oversight and control by the users themselves. Often you are paying in multiple ways for them to collect your data. Remember if it's free on the web, then you are the product, not the customer. Just because you pay doesn't mean that changes either.
There are a number of things you can do to make web browsing safer and more private and give yourself more control. I use Firefox because although it has issues, it is flexible and has lots of useful extensions that help make browsing safer. Just remember that as you get more safety browsing, browsing can become more difficult. Many sites use scripts from other places to do many things but those scripts often track you and snoop on you.
You can use other browsers but they all have issues. Chrome is OK but it desperately wants you to sign in to Google and then once you do that, everything you do, every site you go to, every search you make, belongs to Google. I can't really tell you about Edge as I usually don't use Windows. I expect Edge browsing is part of the extensive Windows telemetry gathered by Microsoft.
Don't leave browsers on their default settings. Although they make it hard, you can change important things like the default search engine. Most browsers are paid in some way by search engines for the privilege to be the default search engine on that browser. Or like Edge and Chrome they have a default from the company that supplies them. I should mention here that you should try and avoid Google or Bing for your searches. For a long time I used duckduckgo.com but I learned a while ago that they use a lot of data from bing although I think they have their own indexing, and some links redirect through bing. It is still my fallback search engine and rarely I still use Google too. Learn how to change your default search engine. I prefer to have a separate navigation bar and search bar and not to allow searching from my navigation bar. I actually sometimes type out full URLs. That's all harder on a phone though. Don't use google search if you're logged into google. All that data goes straight into your Google history. Remember you don't always have to use the same search engine. Sometimes specialised search engines are much more useful, for example wikipedia, youtube, google maps, etc.
My favourite search engine at the moment is Searx Randomizer. This sends your search to a random searx instance. Searx is an open source meta-search engine. Official Searx website Searx Wikipedia Entry Your search is relayed to many other search engines but without information about you, the searcher being relayed. It often gives me unusual and interesting search results and useful, did I mention useful? Google tends to show you results it thinks you want or it thinks you should have. Also note that searx instances are quite fluid, coming and going occasionally. In part, because the big search engines don't appear to like non-humans doing searches. Google, who has robots trawling every web page on the planet, apparently doesn't like anyone doing Google searches without it knowing who is doing it. Bing ditto but they have taken to using special Bing links that redirect through Bing. Because of this, sometimes I'll have to repeat a searx search because it fails the first time. Slow down.
Fingerprinting. Fingerprinting is a way tracking companies have of identifying you using features of your browser. Things like languages, fonts, page size, operating system, IP address, colours of pixels on your monitor. Why do browsers even give out this information? Some of the extensions that follow make fingerprinting much harder.
Firefox has a number of useful extensions for safety and privacy.
Apart from getting rid of objectionable and sometimes unsafe and even malware filled ads, these help lower your bandwidth. There is a huge war between advertisers and adblockers that has been going on for a while.
No Coin Stop scripts that use your browser to mine bitcoin for someone else. Sigh.
I tend to use a few of these. There is just so much tracking at the moment.
Ghostery is a tracker blocker. It is a commercial company but I've found it's quite good and easy to use.
Duckduckgo Privacy Essentials A whole bunch of privacy features. Also blocks fingerprinting.
Decentralize Protects you against tracking through "free", centralized, content delivery. It prevents a lot of requests from reaching networks like Google Hosted Libraries, and serves local files to keep sites from breaking. Complements regular content blockers.
AdNauseum not only blocks ads, it obfuscates browsing data to resist tracking by the online ad industry. To throw ad
networks off your trail AdNauseam “clicks” blocked and hidden ads,
polluting your data profile and injecting noise into the economic system
that drives online surveillance. Just a bit of fun.
TrackMeNot An artware browser add-on to protect privacy in web-search. By issuing
randomized queries to common search-engines, TrackMeNot obfuscates your
search profile and registers your discontent with surreptitious tracking. Just a bit of fun too.
Cookie Autodelete When a tab closes, any cookies not being used are automatically deleted. Keep the ones you trust (forever/until restart) while deleting the rest. Containers Supported.Facebook Container Prevent Facebook from tracking you around the web. The Facebook Container extension for Firefox helps you take control and isolate your web activity from Facebook. Facebook is a surveillance company, it's not what you thought.
F.B Purity While you are logged onto Facebook, this lets you hide all the Facebook Ads, Suggested Posts / Related Posts / Sponsored Posts / Sponsored Posts / Upcoming Events / Games your Friends are playing / Games You May Like / Similar To / Related Articles / More Like / More From etc, etc.
Cross-site script blocking:
uMatrix Prevents cross-site scripting. Warning: This extension can make it harder to use webpages. You need to understand how to use it and you often have to enable scripts to get the page to work. If you're prepared to deal with the hassle, it's very good. Unfortunately even IT professionals find this one difficult to use, other alternative suffer from the same issues.
document.referrer for cross-domain requests!
Redirector Some pages have links that redirect through their own site so they see what you click on. Google and Bing both do this. This extension might help with that, but it requires a bit of work. May not be worth it.
Making pages more readable:
Remove/Crop to Selection Sometimes you may want to print or save only a part of a web page. With this add-on you can select a part of a web page (text, images, etc), right click on the selection. Remove parts of a webpage (it's not permanent, just reload the page). Remove annoying animations etc.
Lots of tabs users:
Tab Session Manager Save all your tabs and restore them.
Tree Style Tab This extension provides the ability to work with tabs as "trees". What can I say, I usually have a lot of tabs open.