No authorities are going to care whether or not you're on this forum. Unless you live somewhere with notable privacy issues or violations (see: China) then you don't really need a VPN or a special browser or even extensions to assist in increasing user privacy for entering this site.
Going on DNMs is a whole other story though. Tails and in general any Linux distro is always a nice thing to have for that, in case you get caught IRL (more likely that it'll be your friends or family rather than authorities, but still) but Windows 11 still works. Tor is kind of obvious and you should be running that with maximum security options on to avoid security issues with Javascript which would be more of an issue with potential malware popping up. VPN is effectively useless for Tor anyways but if you're not picky about speed, why the hell not.
In short; you don't need to be picky on this site. You could go from factory reset Windows to searching this on your main Microsoft or Google account instantly. It doesn't matter unless you live somewhere where it would, which is unlikely. As for deep web, then you should take standard precautions, and put thought into what you do rather than clicking and buying like a lunatic.