Thats just informative. You wont be any more or less subject to data collection if you magically "dont click on i agree" because its just how the service works.
Also, your data doesnt just vanish into some corpos or feds pocket. There is information that you provide unwillingly (ip, navigational behavior, browser type, operating system, etc.) and if you write a bio which say mike from warsaw with two kids and a ford mustang, you'll likely be uniquely identifiable to feds in warsaw. Moreover, if you're using a stock google or apple phone the US feds already know how often you take a shit per day.
It is not about "sticking it to the man" on one site and living carefree anywhere else but getting an understanding for data security. Dont provide any information about yourself on public social media, delete facebook and any other profile that provides such info, including linkedin, delete google account, use alt names, preferably multiple, dont register anywhete by linking existing accounts, separate them completely and only have as many as you desperately need. At best delete all the old ones, because they are likely linked already, and make new ones which you keep separate.
Only use firefox or adjacent browsers (not chrome or edge, ungoogled chrome only sparingly if ff doesnt work) and install ublock and privacy badger, delete windows, use linux, get a cheap oneplus 6 phone with lineageOS and ditch your fancy phone.
Those were the most important things I could think of. Dont ever participate in any games where you have to fill out personal info, dont ever fill out the register to read things on western media such as NYT.
If you cant handle using a LineageOS phone or a Linux PC atm, leave that for later, but deleting old accounts and ditching crome for hardened firefox is something you ABSOLUTELY have yo do now or dont yap about privacy ever again.