In order to make your room private again, all you have to do is go into settings, "Room Details," and turn the "Make Room Public" toggle off. It looks like this:
Once you click the toggle (which makes the button turn from purple to gray), you'll see this message pop up, which confirms that your room has been delisted from Public to Private.
It's important to note that any guest that visited your room while it was Public will be able to visit your room again when you turn it to Private since they still have access. To prevent any unwanted guests, you can lock the room which will make any room visitor wait in a waiting room for you to let them in.