If you need to ask, you probably don’t know enough to keep yourself anonymous. But it starts with tails, tor and not doing anything stupid like reusing user names that you use on the clear web or signing into something like Facebook. If a nation state has reason to find out who you are, they most likely will. All it takes is one little mistake that you most likely didn’t even know was a mistake.
Depends on whether they start making shows with ad breaks in mind. Because the cut where the ad was, while not nearly as annoying as an actual ad, still diminishes the quality of the show imo.