Just do one thing at a time. Here's my general process:
- switch email, and forward everything from the old one to the new one (I use my own domain name, but paid hosting)
- get into self-hosting, and slowly replace services I use w/ self-hosted ones
- get friends and family to switch to privacy-friendly services to communicate w/ me
And so on. Just do one thing at a time, and continue until you're happy with it.