Recently, I've seen a bunch of memes and celebrities casually shout out and attention just circles around... Old players advise newcomers not to take the last step, which sounds cliché, but it's really blood, sweat,, and tears experience.

By the way, let's talk about on-chain privacy: frankly, on-chain is not "anonymous," at most it's "not writing your ID card," once the address is linked to exchanges, social media, or transfer habits, it's basically possible to trace the whole trail.
As for compliance, don't expect an absolute safe zone either; when platforms require you to do KYC or explain your source of funds, going back to fill out the paperwork can be very uncomfortable.

My current expectation is set very low: not pursuing invisibility, just hoping not to expose myself too ridiculously.
Split addresses when possible, don't keep your borrowing positions close to liquidation (no one can save you if it really gets to that point), and don't bundle all your activities into one address just to save on gas.
Lowering the goal actually helps you stick around longer, at least you can sleep at night.
Anyway, on-chain transparency is the default setting, don't use "privacy" as a shield to gamble with luck.