Go to 'Your Family Tree > Configure > Privacy':

Your 'Living Individuals' privacy option must have been set to 'Semi-Public' or 'Private':

Click the 'Private Individuals' tab, then click 'Add an individual':

Enter the first letters of the surname/first name of the individual to set as 'Private', then click the 'Add' button at the bottom of the list:

The new private individual is now listed.

You can remove an individual from the list at any time by clicking the 'Delete' icon.

In the 'Advanced Options' tab, you can change the number of years which define if individuals in your family tree are said to be alive or not.