The easiest guide is "when they ask for it, or are uncomfortable with a lack of privacy".
This is the rule that is the informal basis of mixed parent-child groups attending Japanese publlic baths – right now, I have no issues bringing my 3 year old with me to the men's bath… But eventually, she's gonna start noticing a whole lot of weiners, without matching buns and condiments, and she'll start saying things like "I can wait for mommy to go".
For slightly more difficult things like multiple children sharing a bedroom, you need to compare available resources, the genders of the involved children, and also any other underlying factors (fighting, for example) that may be the root of the desire for their own space.
Ultimately, it's going to be issues around when it's appropriate for you as a parent to invade your child's privacy for the greater good… And that usually doesn't happen until they're a lot more independent, and old enough to generally understand the benefits of privacy.
So long as you have some clear guidelines to communicate/negotiate with your child, and behave consistently within them, then you should have the restrictive/punitive side covered… And letting everything else "fall into place naturally" as far as when they start receiving/earning privacy is going to map best to your individual child's development process.
Some kids figure out that they don't want to be naked at the beach really early on – and some kids make it into their 90s without every having this realization. Best not to try and enforce any rules that don't risk your child's safety or incur you specific trouble with The Law™ before they show some sign of wanting/being ready to accept such rules, and the attendant benefits they provide.