After a period of extended unemployment and you know, ‘hitting the gym’ due to not having much else to do, I’ve decided to pursue this hobby of violence that seems to attract far too many chuds. I’m hoping it’ll give me a thin veneer of confidence and security, and an ability to fend off fucking assholes with my bare fists 
In all seriousness, how do I become a better fighter, I truly suck at this. Any of you fight for fun? Practice a martial art, boxing, wrestling? What’s your opinion on the sport?
Look at what's actually available to you in your area, then narrow down options by affordability. From there, start visiting gyms. Most good gyms are fine letting people sit in on a class to get a vibe for the place, and if they aren't then that's a red flag imo. Whichever place seems to have the best environment for you is the best pick, because if you hate going or hate the people, you won't keep going and you won't learn.
Wrestling and boxing are a straightforward and reliable combo. Boxing is widely available (even if you live in the middle of nowhere, there's decent chance there's still a boxing gym), and wrestling is available in many schools and increasingly available to people out of school with the popularity of MMA.
If you are able to get both, I personally would recommend training wrestling a bit harder than the boxing, both because you can go at a higher intensity without concussions (although sometimes collisions still happen), and because wrestling controls where a fight takes place (standing, on the ground, etc.).
One (the only?) useful thing you actually can practice on your own: standing up quickly. Look up "BJJ technical standup", and practice getting up off the ground as quickly as possible. This won't teach you how to get up from under people pinning you, but if you get knocked over or trip, it could make a huge difference being able to stand up before they get on top of you or stomp you.
Everything else you need sparring partners to do shit with, or it won't really help. If you look around you might see stories about high level pros who "don't spar", but those are misleading clickbait -- those guys already did all the sparring they needed and now they're cutting it out to save brain-cells and extend careers. You still have to spar to develop the sense of distance management, stress, and not freaking out when you get hit in the face.
Also, if you'd like a bit of non-chud martial arts slop for fun, consider checking out Jack Slack (who just did a cool video on the Mir lock, in the context of Jon Jones' infamous standing shoulder crank) and Heavy Hands (general fight breakdowns and predictions for UFC cards, sometimes they talk boxing specifically) on youtube.
There’s no way to spar in kickboxing without actually sloshing your noggin around?
You can do body and leg only contact OR light head contact (not as good). Your sparring partners have to be in on itas well. So if you have a CHUD gym, you're in trouble...
Not that I'm aware of. Light sparring is better than beating the brakes off each other, but one of the big breakthroughs in understanding CTE in combat sports was finding out that even light sparring does some cumulative damage over time.
EDIT: now that I'm thinking about it, I'm pretty sure there has even been research showing something as innocuous as "heading" the ball in soccer could cause some minor brain damage over a career. Basically, brain is just hella sensitive.