Privacy is not binary. There are degrees of privacy that can be achieved. Where you would like to be is totally based on your personal situation. If you are a beginner, understand that privacy is a journey.

Regarding which OSes you could use for your computer if Linux is not an option:

Windows in my experience is the worst offender when it comes to telemetry. It is so ingrained in the OS that you'll never be certain there isn't any telemetry regardless of the measures you take. MacOS on the other hand can be configured in such of way that Apple will have very little if any telemetry on you. It also has good permission controls which would cover things like screen capture and logging of keystrokes which you mentioned above. You could do the following:

• Purchase a Macbook
• Opt out of using an Apple Account (as of today it's optional)
• Opt out of using iCloud
• Opt out of any telemetry
• Turn on built-in firewall
• Turn on disk encryption
• Install Lulu or Little Snitch to block any Apple telemetry

This alone will probably put you in a better position than 99% of people (not an actual statistic).

I've been using Delete Me for over a year. They've been able to remove almost all my information from people search websites. When I find my information on a people search website that isn't included in the list of sites they support I can make a request for it to be included in the next round of opt out requests.