I'd check out Wikipedia categories for general pointers. I think it's important to highlight that internet privacy and internet anonymity are two very different things. Also take care on how the word anonymous is used. Some use the word "pseudo-anonymous" which isn't the same thing.
It'd also be helpful to first learn how routing works. Then check out different types of applications(Tor, AnoNet, ZeroNet, etc) and read up on how they implement their networks.
Also read up on how the people who ran the markets got caught (read up articles in addition to Wikipedia).
Be aware Wikipedia shouldn't be used as actual fact. Check the sources. Many editors misinterpret them, or don't even read them at all.
Clearly I've got gaps in my understanding, any good resources you could point me towards to study up?