To access privacy settings you should go to your account setting on the top right side. Once you are redirected then you click on privacy on the left column.
Here you can set permissions for who gets to see your last name, nickname and city . You can choose whether they are visible to everyone, only your connections or only yourself.
You can also choose who your data is visible to in a similar way here. The options would be the same again, visible to everyone, visible to your connections or visible to only yourself.