Just do your best. Search about what you care about and click and read around the internet. ethicalconsumer.org looks like a decent reference for brands. And here’s the first result for a search for “ethical alternatives to amazon.”
Yeah some brands or places will disappoint you, but you live and learn and continue. I just pretend it’s the 90s. It’s not like I was starving, or couldn’t find games to play, or movies to watch back then. I just couldn’t press a button have the world brought to my door. It was fine. And there were fewer billionaires.