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 strange files I opened 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.

In Linux, I just know there are these problems in app level (like VLC).

My question is: 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) Is there a website with configuration guides to different types of software?

I would like to know about Linux privacy pitfalls as well.