Why when I connect to my home WiFi it says privacy warning

It could be that your are using WEP for wireless encryption. This is basically an open network with very little security as it has many flaws, hence the privacy warning. WPA2 or WPA3 are the preferred protocols. You can change this in your router settings.

Try the following:

Tap Settings > Wi-Fi

Tap on the blue "i" to the right of the name of your Wi-Fi network

If Private Wi-Fi Address is "off", move the slider to the right to turn the feature "on"

Tap Continue

Any help?

If Private Wi-Fi Address is already "on", you may be looking at a new router that can higher security settings.