Encryption is a way of transforming your data into an unreadable format that should only be deciphered by your password or passphrase. In the case that your device gets stolen or confiscated, your data is unlikely to be revealed. Below are links to tutorials on encrypting your devices.
Encryption isn't only for "data at rest" - which is data sitting on a hard disk, optical, or flash memory - you also want to be sure your data is being encrypted in transit. Browser add-ons like HTTPS Everywhere will help enforce encrypted connections to websites where ever possible.
Often mobile applications will request access to certain functions on your device, for example something like Skype will want access to your camera and microphone at the very least. When you install an app on your phone or tablet it will prompt you with a list of items the app wants access to - be aware of applications that are asking to for too much. An e-reader should not need access to your camera or your location information, for instance.
It can be tempting to share your daily experiences on social media - but remember that this builds and stores a lot of information about you on public or semi-public spaces. This information is not controlled by you, you simply generate it. Do what you can to lock down your social media accounts by visiting our section on Social Media.
There are tools available to help facilitate anonymous browsing - the most popular would be the Tor Bundle. Using private or Incognito mode does not anonymize your traffic. Below are EFF guides for using the Tor Bundle on Windows and OS X:
Installing the right browser extensions (or Plug-Ins) is a vital step in protecting your privacy and protecting yourself from malware. Extensions such as ad-blockers can help prevent malicious ads from infecting your computer with Malware and compromising your data. Other extensions can inform you of a website's trustworthiness, block scripts, or enforce SSL. Below are resources: