I get really uncomfortable when my colleagues ask me about my personal life

Sorry I’m not too sure if this belong here, please let me know if not !
I hate talking about my personal life at work, I think this has been made worse by my very open and chatty friend/colleague.
I get very uncomfortable when colleagues will ask me about things about myself and my life that I haven’t told them myself, especially in regardless nightlife. For more context, I am a lesbian, my friend is straight and we attend a lot of queer events together where people including ourselves will wear flamboyant revealing clothes common at queer raves, and a colleague the other day said ‘I heard from ‘ ‘ you went to queer rave, how was it ? What do people wear?’ This made me very uncomfortable bc I never intended to tell my colleagues about going raves, nevertheless describe what people including myself would wear. I don’t really know how to approach this situation bc I find myself giving people vague answers or changing the topic bc I’m so uncomfortable, and I’m most likely coming off as quite rude bc I dodge it, I know my colleagues are just trying to make conversation and are interested in my life, but it makes me so feel vulnerable thinking about not having that kind of privacy. I had to have a chat with her about it earlier this year bc she had talked about our trip to Berlin and how we were going to wear latex to nightclubs, publicly sharing photos of latex shops went to on her insta where all our colleagues could see what we’d been up to, I had to put a boundary on talking about anything kink centred that we did together bc that was my limit. However, I’m not gonna ask my friend to not talk about what we get up to, we spend so much time together, have tons of mutual friends and it’s her life too! I’d never ask her to compromise her openness, but I don’t know what to do or how to feel more comfortable in myself about it or how to handle the situation better, I’m not rly sure what to do.