As far as I know, the safest way to purchase a hardware wallet is by going thru their official website and provide a false information to fill your real name, home address, email, phone number and what not upon purchasing. You can even provide a PO/ PO Box (Post Office) as the drop-off location for your parcel -- it would not be a problem tracking your package since Leger provides a tracking number upon purchase.
This is the best option, but could also be quite tricky depending on what country/state you live in.
You want to buy directly from Ledger to minimize the risk of supply chain attacks, but you also do not want to give away any personal information since companies cannot be trusted to look after it. You should access their website via Tor, give an alternative name and address (options include a PO Box, a local shop which will accept a delivery on your behalf (but make sure you do not need ID in the alternative name you have given to collect it), a work address (although this is also not ideal), general delivery or
poste restante, a drop off point, etc.), use a burner email address and phone number, and pay using anonymized bitcoin.
Another good option is buying in cash in person from a local reseller, making sure to not hand over any personal information and covering your face while you do so (which shouldn't be difficult thanks to the pandemic and mandates to wear masks).