Facebook is working hard to track no matter if you use them or not.
The key to tracking is truangulation through cookies. The manner and purpose of tracking is effectively infinite.
If you prefer to not be followed,
• separate your activities across browsers,
• use an adblocker,
• a cookie deleter, and
• run in private mode unless you need to stay signed in to a site.
The way persistence is managed on the web is entirely through cookies, this makes them essential, therefore flushing these are key.
As you work with the above you will gain a sense of what web activity belongs where in a split setup.
An ad blocker that can disable javascript and that can recognize page elements based on purpose is a plus, eg UblockOrigin
The key aspect of cookie triangulations is that one site places a cookie which can be accessed by others, through common frameworks. "Site" doesn't just mean the place you intend to surf but a vast complex of linkages to sites that specialize in tracking which are linked by the site you intend. Just keep in mind that when you authenticate with a site, it's possible you are authenticating with its partners, where partner means a complex pyramid of advertising networks and all their relationships.
Cookies as a concept may exist beyond the browser with some apps. For example, on iOS, google's apps all cross talk with each other and everything about the presentation is designed to share information from one to the other "helpfully". It's contrary to their whole usage model to avoid it. Nonetheless you can by remaining conscious of the overflows which are under your control. For example, re Facebook, Oculus is part of Meta which is linked by a FB account. If you do Oculus, you are doing FB from Meta's perspective.
My advice is only re web browsers. But the same rules apply in principle.
Within the browser there are multiple levels of storage that can function like cookies, and browser extensions should be kept to a minimum.
Beyond this, browser fingerprinting is always at work. Using javascript, a site can introspect many details of the local environment without crossing the browser security boundary, but there's not a general way a way to get full ID like through a cookie. Not much that can be done here, but separating browsers helps beyond a container approach.
In general, don't consume more than you really need. When you are offered something for free usually you are the product, etc.
Carry on