For sure, people definitely should be educated on what data is open (posts/comments), closed (voting on Lemmy as kbin seems to show them publically), "private" (DMs which are explicitly described as not private and to use Matrix etc. for actual encryption), or secure (Matrix). I feel like a lot of us on Lemmygrad are aware of privacy more than the average netizen, but it wouldn't hurt to have a primer for new users.
I think for social media the best thing would just be compartmentalization of identities, so the usual advice of don't give away too much of who you are and keep usernames separate unless you want them to be connected/known.