The new Steam Client Beta allows you to keep games private from the moment of purchase

techradar.com:

Steam has rolled out a new Client Beta for users who have opted in to take part in it, which boasts a new version of the shopping cart when checking out. As specified in a blog post within the Steam News Events page, the shopping cart has received a handful of updates as part of this Client Beta. 

Inline Gifting has been introduced, making it easier for players to purchase a game for a friend (or multiple friends) and yourself without having to make multiple purchases, and items in your shopping cart will now carry across every device you're signed into Steam on. However, it's important to note that this shopping cart feature will only be available within the beta client at this time, so you'll need to have access to that across your devices. 

In addition to this, the ability to make your games private has been added at long last. This feature isn't limited just to when they are in your library either — there are three places you can make your gaming private to just yourself. If you want to make your game private from the point of purchase, you can now select the «For my Account: Private» option from the drop-down menu beneath the game's title on the purchase screen. 

But that's not all, you can now also private specific games within your library, and whenever you are playing them. If you do choose to keep a game private, it won't appear when you are actively playing, nor will your playtime show on your Steam page, so you can rest assured that your gaming experience will be completely private if you want it to be. 

If you want to make the most of Steam's Client Beta update, you might want to check out the best multiplayer PC games to send to your friends. But, to keep the experience solo, our guide to the best