The following GitHub repository provides guidance on how to set up a personal firewall to start to protect your digital identity. My recommendation, if you have the required skills, is to start with either pfSense or OPNnsense. If you don’t want to build your firewall from scratch, both companies behind these firewalls sell appliances with their software preinstalled, from which you can customize per the instructions I provide.
To find out what I recommend as baseline network controls for your home environment, please refer to the following document:
Heuristic Security 