Yes, some basic examples include using a VPN or connecting over TOR (or both) so relays will not have acess to your actual IP, you can also use SimpleX (far more secure and private) for sensitive DMs. Running lightning nodes can also be made more private, but that's a post for another day. 

 Thx. SimpleX is another Nostr client? 

 No. It's a private chat client that doesn't use nostr at all 

 Thanks!