100%, this has been my soap box for years.
A very easy, effective, multi-layer setup:
1. Browser adblocker
2. Pi hole running locally
3. Pi hole at your home network router level
And 4, not as easy but effective, a firewall like Little Snitch
Edit: the other good news is your old data loses value quickly, so starting today is still very effective: you haven’t missed the boat yet!