Name the observer
Privacy is a relationship between information and an observer. A system might hide transaction amounts while exposing network metadata, or protect a proof while leaving an application account public. Start with the threat model.
Proofs have boundaries
A zero-knowledge proof can establish a statement without disclosing the underlying witness. The security of the surrounding application also depends on implementation, assumptions, key handling, and the information disclosed elsewhere.
Make the tradeoffs visible
Study usability, auditability, performance, and recovery alongside confidentiality. Specific privacy claims are easier to assess than a broad promise that everything is private.