What privacy coins actually hide

Most blockchains are public by design. Anyone can read every transaction, and anyone who learns which address is yours can read your history backwards and forwards. Privacy focused chains change what the ledger records.

Monero

Hides sender, receiver and amount on every transaction, for everyone, by default. There is no transparent mode, which is what makes it consistent: there is no smaller anonymous crowd to stand out from.

Zcash

Offers both. Transparent addresses begin with t and behave like Bitcoin. Shielded addresses hide the details. The protection only applies to funds actually moved into the shielded pool.

What they do not do

Neither hides the fact that you acquired the coin. If you buy on a service that knows who you are, that purchase is recorded whatever you do next. Nor do they protect you from your own habits: reusing an address or posting it publicly undoes a great deal.

Privacy is a property of how you use a chain, not a switch that a coin flips for you.