I mean, exactly how invasive are default operating systems? (Like Windows, Mac, Chrome OS, Android, iOS) Do they log your keystrokes, log passwords, capture screen, upload your photos, videos, or audio? (Assuming you aren't a target of government) Is it even possible for the average person who doesn't feel comfortable messing with installing operating systems to have any privacy?
Privacy is not binary. There are degrees of privacy that can be achieved. Where you would like to be is totally based on your personal situation. If you are a beginner, understand that privacy is a journey.
Regarding which OSes you could use for your computer if Linux is not an option:
Windows in my experience is the worst offender when it comes to telemetry. It is so ingrained in the OS that you'll never be certain there isn't any telemetry regardless of the measures you take. MacOS on the other hand can be configured in such of way that Apple will have very little if any telemetry on you. It also has good permission controls which would cover things like screen capture and logging of keystrokes which you mentioned above. You could do the following:
This alone will probably put you in a better position than 99% of people (not an actual statistic).