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Recently, I saw a bunch of people talking about on-chain privacy, as if putting on an invisibility cloak... I think ordinary users should first set their expectations straight: on-chain is basically a big public square, what you're doing is just "raising the cost of tracking," not "disappearing." Don't get self-congratulatory about using mixers or privacy protocols; compliance isn't about whether you're willing or not, it's about whether the other side wants to seriously investigate. Especially when you deal with exchanges for deposits and withdrawals or bank cards, many things automatically line up.
To put it simply, don't treat privacy as a get-out-of-jail-free card, and don't see compliance as a universal protective talisman. What you can do is: keep the paths simple, give fewer authorizations, avoid signing everywhere. If you're really into hot memes or celebrity shoutouts that shift attention, don't expect "a wash will make you safe." The last step usually doesn't require privacy; it requires self-control. Never mind, I won't talk about it anymore—anyway, the market never rewards confidence.