Coinjoin requires multiple parties to jointly sign on an agreement to mix their coins when engaging in separate Bitcoin transactions.
This makes it harder for outside parties to determine which party or parties were making a particular transaction.
Wasabi Wallet is probably the easiest way to use CoinJoin today.
Wasabi is a desktop wallet GUI that makes CoinJoining your BTC a breeze.
A good practice to consider is whenever withdrawing from a cryptocurrency exchange, send your BTC to Wasabi, CoinJoin them, and then withdraw them in chunks to cold-storage.
Otherwise, your exchange will know how much BTC you have and where you have it.
Much more has been written on this subject that is beyond the purview of this guide. You should visit the Wasabi Wallet FAQ