Considering privacy, is it better to send small amount of BTC to my hard wallet or there is no problem sending all my BTC at once?
I mean, if I send 5 BTC from 1000 diferent addresses to just one address in my Ladger Nano, it will be clear that all those adresses belongs now to just one person.
So, somebody could guess some of those addresses belongs to me, because let's say, I had some tip address in Youtube, therefore this bad guy could realize I consolidated my BTC on a Hardwallet, therefore he could want to kidnap me.
Am I right on this way of thinking?
You're right in this way of thinking. However, when funding several addresses on your new hardware wallet, your old wallet might use several unspent outputs to create a new transaction, and your old wallet might start creating change addresses. This way, all addresses of both your old and your new (hardware) wallet might get linked.
If you want to do this right, you'll have to start using coin control features, select which unspent outputs of your old wallet you want to spend and use them completely (without a change address). This way an attacker will know it's probably a transaction between your own wallets (due to the absence of a change address), but he won't be able to link the new addresses on your hardware wallet together (unless you start spending from your hardware wallet, in this case it to can select multiple unspent outputs and create change addresses).
This will only work if your old wallet has several addresses that are funded, but you never spent funds funding those addresses to begin with.
TL;DR; you are correct, but if you don't pay attention to which unspent outputs you use to fund wich addresses, things might still end up in a big, entangled mess