How should I go about making an online identity that can't be tracked by advertisers?

https://privacytools.io is a good place to start

Use NextDNS to block ads and trackers at the dns level. Use it on your smart phone and also consider it at the router level for your home devices. Or, get a VPN like IVPN that lets you set your NextDNS profile as your VPN DNS. Then, get a router that lets you funnel your router traffic through the VPN.

The EFF privacy badger plugin blocks many tracker. That said, the best trick us to use websites which won't track you. Asking on lemmy rather than Facebook/quora is already a good step

To be honest: the deeper you go into the hole, the more things you discover that can be used to identify you. At some point you need to become a Cybersecurity expert or cut your internet connection.

Delete all accounts and start from fresh on a regular and frequent basis. Use VPNs and also change them just as frequently.

Or don't care about it and just try to be uninteresting to market to, it's a lot easier

Disable targeted advertising on each account that allows you to do so.

Completely stopping tracking for shopping especially is gonna be impossible, but since you say "least trackable" I think there is some obfuscation you can do. Keep in mind, I'm by no means a security expert or anything, but general paranoia at the state of the internet has made me interested in trying to obfuscate my online identity for a while now (I say as I post on Social media...), so I've got some things I've found helpful

A simple easy thing is to start using browser containers for your different identities, which is built into Firefox. This way, details of one identity are less likely to leak into another, as in, what you search for in one identity isn't gonna end up in the shopping results of another. Related to this, I'd look at script blockers and other extensions that can stop trackers. My go to is NoScript but I get some people don't like it cause it's fiddly and can break sites. I've heard good things about Ghostify but haven't tried it myself. Getting started with NoScript way back, it was crazy to see how many different useless trackers and scripts were loading in the background that you don't even see and are apparently completely unnecessary to the functioning of a site.

Then I'd also recommend using a VPN. I love it when I see ads being served to me from completely random countries because of how often I change my location, confirms that whatever advertising service that for whatever reason slipped by my blockers still don't even know my general location.

And that's about it off the top of my head. If I can think of more I'll come back and edit my post.

Turn off your phone before heading to the shops.

Mentaloutlaw did a great video on this a few years ago, its worth a watch https://www.youtube.com/watch?v=8ZvkaOV82tc

for friends and family, use separate emails/sim cards. sim cards must be the prepaid variety. pay in cash. don't use these for anything outside of scope

for the shopping one, don't buy anything online. don't link your bank or a credit card. you'll have to go to the store in person and pay in cash. wear a mask.

For desktop: Mullvad browser default settings no customization, always on vpn (mullvad), alias emails (Simplelogin is great and somewhat user friendly).

For Mobile depends on device but lets say not a google pixel but an android: seperate necessary intrusive apps via a work profile using shelter), use pwas as much as possible via a privacy friendly browser (I like mull + ublock extension), an always on vpn (tip: mullvad has the option to block trackers also), again alias emails, disable as much bloatware via adb, and lastly switch to foss alternatives for apps where you can.

Besides that dont fall into your normal patterns/interests switch it up between each identity. Hope that helps

The one for shopping will be impossible. The other two will be fine as long as you don't use them.