Enable Lockdown Mode if you’re truly paranoid (will degrade UX since lockdown disables certain OS features to reduce attack surface).

For the less paranoid, Mac malware is still incredibly rare if you only download and execute files from trusted sources (preferably the Mac App Store)

And keep all software/OS up to date.

PS - slightly unrelated but I’ve always been so confused as to why Mac comes with the firewall disabled by default.