While I have never been a huge fan of the matrix series this guide is really worth reading. If you have some experience this guide may contain nothing new for you and you'll also find it somewhat outdated, but I can highly recommend it to people who haven't been spending time to get into this topic.
It is very comprenhensive, yet not hard to understand. Most privacy related tutorials are very specific to a certain situation. Not so this guide. It covers everything from anonymous, privacy aware web browsing to secure interaction in the physical world.