TBH, from a privacy perspective you're probably already pretty set -- if you wanted to be more cautious you could use disk encryption, ensure that things are a bit locked down (ssh key only auth, firewalls, or find a guide on hardening like this for ex). In terms of your UI, it really depends on what you're looking for, personally I find GNOME to be the best looking when compared to ease of use but when i made my first switch I started on i3 (but that would be Sway these days for Wayland) and never looked back.
My advice would be to get familiar with Linux as a whole first and then start tweaking things like your UI. It can be overwhelming to get used to the terminal commands (which btw are not necessary but I would heavily recommend as it can make things a LOT easier) and other weird Linux things (software installation, gaming, customization, etc)