A much shorter guide that will get you 80% of the value for 2% of the effort:
* Install extension "uBlock Origin"
* Install extension "Cookie AutoDelete"
* Go into Preferences -> Privacy & Security, set "Accept 3rd party cookies" to "Never"
Done.
Also, block all tracking servers at the hosts level by adding rules in your /etc/hosts. I've been using https://github.com/StevenBlack/hosts for a few years now and it's incredibly useful.