Use a separate web browser exclusively to access the social media site (I recommend Brave for desktops and Firefox Focus for mobile) so it cannot track other sites you visit via cookies.
Use only a web browser to access social media websites, and don’t use any apps linked to the social media sites, including and especially communication apps like Facebook Messenger. WhatsApp is somewhat better because it is encrypted with the same tech used for Signal (at least according to Moxie Marlinspike, who I trust — you have to choose who you trust). By the way, both WhatsApp and Instagram are owned by Facebook and user data is almost certainly cross-referenced and shared between them.
Have an email address and write emails, for fuck’s sake. Preferably rent your own domain name (around 14 Euros per year with a good host like Gandi.net). Don’t communicate exclusively on Facebook, Sina Weibo or other social platforms.
Ads loaded from third-parties on websites you visit can also track you. For a better web browsing experience, I recommend using uBlock Origin — an open source ad blocker that is confusingly completely unrelated to the website ublock.org. You can install it in Firefox here and in Chrome here. A good ad blocker will not only save your eyes but also your time and battery power, and you can disable it for sites with responsible advertising that you wish to support.