Those of us who have ever touched an exchange are the easiest to track. What happened with gold can easily happen with Bitcoin. So what one should ensure is to have a part of your BTC earnings going regularly into an untraceable, unknown wallet.
Although someone with better experience can explain this, the steps towards doing this would be:
1.) Transfer all your exchange amounts to a common address.
2.) Go to Chipmixer or some other mixer's TOR network. (Although, the blinded mixers that Nullius mentioned here would be preferable for complete delinking)
3.) Get your chips onto an air-gapped laptop and transfer to a paper wallet

It is true that we all leave all sort of identifying information over our official and personal use of internet. So much so that it is nearly impossible to completely delink your online identity with your real one. Here is how Jameson Lopp pulled it off. I also had a link where Lopp actually described on his twitter feed about how to do this but can't find it now.