Whenever you connect to a Wi-Fi network your iPhone identifies itself with its unique MAC address, which creates a privacy risk. Network operators and other observers could potentially track and profile a MAC address by associating it with network activity and location as it is used on public networks over time. To avoid this, Apple has included a new privacy feature in iOS 14 (and iPadOS 14 and watchOS 7) that lets you use a different unique MAC address for each network you connect to.
The ability to synch your Messages (as well as numerous other services) across multiple Apple devices is undoubtably a huge convenience, but also one that could lead to a serious breach of privacy. Obviously nobody wants their private messages accessible to friends, family and co-workers. If you are the type to have your text messages arrive on every Mac that you use, you might want to check which ones you are logged into, as you wouldn't want your messages popping up on a Mac that you share with a roommate, or on an iPad that you left at a friend's house.
Wearing a mask means that iPhone owners may run into problems unlocking their devices with Face ID. While its possible to train Face ID to work with a mask, your mileage may vary. There are other ways to quickly bypass Face ID, or configure an iPhone to ask for a passcode by default. Any of these tips can speed access to an iPhone without taking off a protective mask.
The data stored on your iPhone is a valuable commodity to both businesses and governments, and if you don't maintain constant vigilance to protect it, it can leak out in any number of ways, including through unscrupulous apps. Aside from tracking your location and purchasing habits among other metrics, apps can also use your iPhone's microphone and camera, potentially allowing them to invade your privacy in the worst possible way - by listening to and watching you. Obviously you want some apps to have access, but there are plenty that don't need it yet ask for it anyway.