The non-pharmaceutical interventions (NPIs), aimed at reducing the diffusion of the COVID-19 pandemic, has dramatically influenced our behaviour in everyday life. In this work, we study how individuals adapted their daily movements and person-to-person contact patterns over time in response to the COVID-19 pandemic and the NPIs. We leverage longitudinal GPS mobility data of hundreds of thousands of anonymous individuals in four US states and empirically show the dramatic disruption in people's life. We find that local interventions did not just impact the number of visits to different venues but also how people experience them. Individuals spend less time in venues, preferring simpler and more predictable routines and reducing person-to-person contact activities. Moreover, we show that the stringency of interventions alone does explain the number and duration of visits to venues: individual patterns of visits seem to be influenced by the local severity of the pandemic and a risk adaptation factor, which increases the people's mobility regardless of the stringency of interventions.