An Ad-blocking Guide

TLDR

Install uBlock Origin on your browser and try to do as much as you can in your browser, and use web versions of programs whenever possible. Blocking ads in other places is going to be a bit more involved.

Browser Ad-Blocking

Extensions

You can either use a browser with built-in ad-blocking or install ad-blocking browser extensions. For PC and Android, I would recommend Firefox or a Firefox-based browser with uBlock Origin.
On iOS, I would use Orion Browser or Stay for Safari.

User Scripts & Enhancement Tools

User scripts are small pieces of JavaScript that run in your browser to enhance your browsing experience. You can find many enhancement options for popular sites, as well as scripts that block sponsored posts from social media sites and much more.
You can find them in user script repos, most notably Greasy Fork, OpenUserJS, and GitHub.
To install them, you will need a user script manager, which is a browser extension that runs the scripts on specified websites and lets you manage them easily. I would follow Greasy Fork’s guide to install the correct one for your browser.

I would also look through social media tools, for alternative frontends, ad-blockers and enhancement tools.

Installing a bunch of extensions and user scripts will slow your browser down, so I would only install the ones you feel are necessary.

DNS Ad-blocking

You can block various types of content, trackers, or even entire categories of websites by using a DNS resolver that filters them out.
One simple option is to use a free public DNS resolver like AdGuard DNS, and follow the instructions to either install it on your device or on your router to cover the entire network.

For more control, you can host your own DNS resolver on a local server with ad-blocking, which allows you to use custom filters and stricter blocklists for stronger protection. A popular, easy-to-set-up choice is Pi-hole, though keep in mind that aggressive filtering can sometimes cause certain websites to break.

Modded Software

Web apps can be slow and inconvenient, to block ads on native programs, you will need to mod them or install pre-modded ones. This is mostly done on mobile phones, this is a deep rabbit hole, and you will have to do lots of research.

In short, if you’re on Android, use Modded APKs and Alternate Clients for social media apps.
If you’re on iOS, I would also look into iOS Sideloading; it’s not as simple as doing it on Android, but you can start with simple methods that don’t require jailbreaking.

Tips

Try to look for alternatives to your ad-ridden software. Look for software that respects your privacy.
If you’re using a modern version of Windows, you might encounter ads in various locations of the UI. You can disable most of these ads through the settings. For a quick and easy solution, check out this tool.
If you’re using a chinese phone and see ads in your system, you can disable most, if not all, through the settings. Also, look into changing your App Launcher.
Some cool content-blocking extensions I like are SponsorBlock, DeArrow, and PYSTOL.