You'll never have full privacy due to government surveillance programs. Even if you use E2E encryption, they will keep your data indefinitely until they can crack it. The NSA does this and I assume the other members Five Eyes do too.
Companies also collect your data. If buy stuff online you need to provide a company some basic data, at least stuff like an address to ship too.
You probably share data with individuals, such as HN posts or comments, Ebay, etc. This is probably the most benign data. It's probably also the most likely to be an explicitly hostile actor aside from dictatorships. Individuals could also intercept your data or access it from companies or governments that have it stored.
So you aren't going to have privacy from governments unless you stop using digital systems and stop using other places that use digital systems over the internet (think doctor's office, work, etc).
You could stop using online companies for things to prevent some of your data from being collected. But you still have places that digitize your info and connect it to or transmit it over the internet (insurance, banks, healthcare, etc).
As for individuals, you have the most control over who you explicitly send it to. You mostly have to worry about attackers in-transit or at-rest.