Some DNS questions

I already know that private DNS is important for privacy. I'm using Quad9 btw.

But recently I hear a lot about NextDNS and similar providers that give more advanced features such as custom filters and domain blocking. I'm getting interested in that topic now as I have to use some proprietary apps with a lot of trackers in them.

However I'm really struggling to find useful information about what domains to block, what settings to use in one or another use case etc. I don't have much experience with firewalls and server stuff either which makes it even harder.

So, could anyone share some good resources on this so I can get started? Or should I just not worry about it and use a whole other system such as firewall?