PRIVACY SETTINGS

Privacy settings of your Telegram account are available here: App menu » Settings » Privacy and Security.

Here is what you can tune:
1. Blocked users. Here is a list of users and bots you have blocked. Blocked users are still able to send messages to you, but you do not receive those messages (and they do not see double tick). They also do not see your profile picture/video and last seen time.
2. Phone Number. Who can see phone number of your account.
3. Last Seen & Online. Who can see last time you were online and your current online status. See details in official Telegram FAQ.
4. Profile Photos. Who can see your profile photo (or video).
5. Forwarded Messages. Who can open your profile by tapping on header of your forwarded message.
6. Calls. Who can call you via Telegram (both voice and video calls).
7. Groups. Who can add you to groups and channels.

Please also note
1. When you set who can or can't see or do something with your account data you can add not only particular account there, but also groups.
2. You can't avoid receiving private messages from strangers. But if you receive messages from strangers often enough then Telegram servers enable "Archive and Mute" feature for your account. Once the feature is enabled you can see it on your Privacy and Security screen (just under Active Sessions).