Why does my phone say privacy warning I’m having trouble loading my stuff

That just means that you didn’t turn on Private Wi-Fi address (tap the i next to the network name to change that setting). If this is your home network that’s OK; that feature is for when you connect to “foreign” Wi-Fi networks, so the network can’t track you.

Tap the info button next to the network name and turn on Private Address. If it does not go away immediately, then switch off Wifi for a couple of seconds and turn it back on to let it connect again.