I switched over since I heard it was more privacy friendly than YouTube and have been using the platform for a while without issues, but this cookie banner just popped up. You can opt-out of things like "Access precise geolocation data" but a lot of other information is still shared by third parties and not opt-outable.
It seems "Reject All" is the correct choice here, but I'm not sure if it is the best choice for browser users who have to constantly log back into their accounts.
Use Librarian instead, if you must.
LBRY also uses a crypto back end, and LBRY coin (their crypto) is what odysee used before being bought out by Arweave. I wouldn't recommend either, personally.
Odysee uses LBRY as a backend to deliver videos. Librarian, meanwhile, is a privacy-respecting frontend for LBRY; like Invidious.