While the notion of digital sovereignty is loaded with a multitude of meanings referring to various actors, values and contexts, this paper is interested in how to actualize individual digital sovereignty. We do so by introducing the concept of agency affordances, which we see as a precondition for achieving digital sovereignty. We understand this notion as the ability to exercise power to, as autonomy and agency for (digital) self-sovereignty, and as power over the infrastructural sovereignty of the privately owned automated decision-making systems (ADM) systems of digital media platforms. Building our characterization of digital sovereignty on an empirical inquiry into individuals' requirements for agency, our analysis shows that digital sovereignty consists of two distinct but interrelated elements - data sovereignty and algorithmic sovereignty. Enabling practicable digital sovereignty through agency affordances, however, will require going beyond the just technical and extending towards the wider societal (infra)structures. We outline some initial steps on how to achieve that.