Apple ID sharing

If you "shared an Apple ID" there is no family group to exit (as was earlier advised) since what you said implies there was but a single Apple ID you were both using. You need two Apple IDs in order to have a true family group.

At this stage wouldn't it make sense for one of you to create a new Apple ID? How to create a new Apple ID - Apple Support

The person who keeps the old ID can adjust the email address as they see fit and also change the password to ensure its security and privacy.

Here's how you change the email address you use for your Apple ID:

1. Go to https://appleid.apple.com and sign in.

2. In the Sign-In and Security section, choose Apple ID.

3. Enter the email address that you want to use as your Apple ID.

4. Choose Change Apple ID.

5. If you changed your Apple ID to a third-party email address, check your email for a verification code, then enter the code. Learn what to do if you didn't get the email. --> If you didn't receive your verification or reset email - Apple Support

6. If you use services like iCloud or Messages to share with friends and colleagues, sign in to those services with your updated Apple ID. --> What to do after you change your Apple ID or password - Apple Support

For more details, read the document: "Change your Apple ID" --> Change your Apple ID - Apple Support

Exactly how you change your password depends upon if this is an adult or a child, and the equipment you have. Click on this link to learn how to change your Apple ID password --> Change your Apple ID password - Apple Support

Typically when a person splits off from a shared ID they can continue to get access to purchases made with the old ID, but that requires setting up Family Sharing. That is probably something you do not want to do in your situation and one of you will end up having to repurchase the things they want.

You will need to exit the family group.

On your iPhone, iPad, or iPod touch

1. Go to Settings.
2. Tap Family. If you don't see Family, tap your name, then tap Family Sharing. 
3. Tap your name.
4. Tap Stop Using Family Sharing.

Then you can keep your old Apple ID and it is not shared anymore with your ex husband