Using firefox in strict mode with ublock origin, cookie auto-delete, and a VPN to change your IP every now and then should stop location tracking and cross-site tracking. Sites will still know you’ve visited them and what pages you’ve been to in that session, but that is impossible to stop.

The main thing is don’t use apps, they can collect tons of data and tie it directly to your physical device, and run in the background while not actively using it.

Using a web browser is really the safest option I can think of because you have control over almost everything.

I imagine an ad blocker could prevent this data going out, unless the hosts were generic and the game/app simply won’t work without allowing those connections. I’ve never seen an app be [obviously] broken from my ad blocker but I am interested in running a similar experiment to see just how much data is going out.

Route all or traffic through tor. Never log into anything. Never use the same identity twice. Ahh and live in a hut in the woods never going to shops or cities that have security cameras.