In terms of telemetry, free software has the advantage over the proprietary counterpart.
It’s a lot more complicated to hide telemetry without the user knowing in free software.
You could always use a network tool, like iftop, to see network traffic on your PC. That could be a way too see if a program is phoning home. But you’ll probably want to use a suite of tools.
Amassing a media library is simple enough, and software like jellyfin can pull in media info and make your media streamable on various devices with a polished UI.
However, finding good quality (in terms of merit) movies and shows is difficult.
Maybe start with movies critics or a movie discussion platform like letterboxd to see what others are watching/rating movies.