You can't prevent them from doing that if you are all using the same Apple ID. Apple IDs aren't meant to be shared. You should consider getting everyone their own Apple ID. You can then set up Family Sharing to share purchases.
If your family members are 13 years old or older.
Apple ID - create a new
Apple ID – Create
If they are under 13 years old, you will need to set up Family Sharing to create an ID for them.
Family Sharing and Apple ID for your child
Family Sharing
Family Sharing - Set up
When changing to the new ID, there may be some data loss, but you can minimize it. If syncing photos with iCloud, ensure Optimization is turned off in Settings/Your Name/iCloud/Photos and/or in Photos/Preferences/iCloud. Then make sure full resolution photos are on the device/computer. When signing out of iCloud, if asked whether you want to retain data, choose yes. Messages conversations will be lost if they are addressed to the ID. See the article below for other places that the old ID should be removed. See Winston Churchill's response in the below discussion. Also set up Family Sharing to keep access to your apps/purchases.
How to transfer all files from one iCloud account to another
Apple ID email address or password - What to do after you change