General :: Avoid "privacy Pitfalls" In Windows?

I have a Windows and a Linux machine.In Windows, everytime I visit a site, a lot of cache/history files are created on my machine. I setup my Firefox to don't save anything.but Windows saves a lot of "temp" files, some filenames I opened for example are inserted in registry (like video names). Each video I open in VLC is shown in "Last shown videos". In windows, all files opened can be found at "Recent opened files" as well.

A lot of these privacy configurations can be tweaked (VLC and "Recent opened files" in Windows) - it's a PITA doing it individually, but it's possible - but there isn't a guide to these "internal" privacy traces that are left on Windows installation (inserted in registry for example) In Linux, I just know there are these problems in app level (like VLC), and in "system level "(like bash_history).

is there a complete guide to avoid undesirable traces of what I did/watch/used in my Windows machine? (Delete everytime the PC is restarted, or even avoiding recording these info at all). (I'm mainly interested in config made by Windows itself when installing software and writing to registry. A guide with configuration guides to different types of software is a bonus, I know it's impossible to have a complete guide for it).I'm not interested in a VM machine, since I want to be able do control these issues in my own host and understand the privacy risks involved.