Having boundaries, put very simply, is being emotionally literate, self-aware and self-confident enough to tell those around you what you want, what you need, and what they have no business doing or asking. To be able to be vocal about when something isn't working for you. And, in return, the ability to ask the people around you what they need, want and find acceptable - and then acknowledge, accept and work with that.
And I don't mean this odd MN thing where you're supposed to do a "tinkly laugh" and say "did you mean to be so rude?" (which I don't think anyone ever does, for the record.) Just a straight up, "I don't expect you mean this to be so, but what you're doing/asking makes me feel a bit uncomfortable because I prefer to keep the sort of stuff you're asking about private. Can we not talk about it, please? Thanks, knowing you understand me is why I think you're a good friend."
My top tip: always say what you mean and mean what you say. When you don't, you do a disservice both to yourself, because people will do things you don't like; and to other people, because people can't stop doing what you don't like if you give out mixed messages.
I rarely if ever have the sort of conflicts with friends, relatives, partners, colleagues and strangers around me which I commonly see coming up in posts on here. I don't think I'm special or awesome - I just think I've learned to be good at communicating and also (probably the big one) gotten over the fear that being honest with people will make them angry or put them off or cause conflict. Honestly - for 97% of people, it won't, they'll be glad of it, and hopefully reciprocate (and the 3% for whom it will aren't worth bothering with.) Try it once. Even if it makes you feel scared. Once you have, the fear evaporates and you can keep with it.