I typically point to the real world and that seems to work:

• Your garden has a fence
• Your windows have curtains so that you close when you switch on the lights inside
• Your bathroom window uses frosted glass so that you cannot be seen showering from outside
• You sometimes whisper so that not everyone can hear what you say

None of them are super safe, but you still follow these precautions. All we ask is to be as careful on the internet.

Can you explain the VPN part a bit more? What do you mean with discretion here?