How to download your data?
First things first: access and download your account data https://www.linkedin.com/help/linkedin/answer/50191/accessing-your-account-data?lang=en
How to be safer on LinkedIn if you're staying?
From the Privacy tab under Settings & Privacy you will see loads of options related to privacy permissions. Each one is enabled by default. You might want to go through and disabled them all.
Ready to permanently delete LinkedIn?
If you're ready: you could close your account; permanently deleting your profile and removing access to all your LinkedIn information https://www.linkedin.com/help/linkedin/answer/63/closing-your-linkedin-account?lang=en.
There is some baiting to try and get you to stay but you don't have to fall for it. You've got your data downloaded. You can think of more creative ways to make use of those endorsements and recommendations.
You're done. Have a hug 🤗