An Apple TV 4k: https://www.apple.com/apple-tv-4k/

It will just work. You will maybe get an ad or two from Apple, rarely, about Apple services, but it's very rare and easy to ignore.

Otherwise you only get ads if your service(Netflix, etc) delivers ads.

Apple won't share your data with anyone, and generally does a fairly decent job(compared to other giant tech companies) of not collecting much.