If you give someone your money and they promise to take care of it for you, then the probability of loss is very high...this is true with conventional currency too though (though the loss is born by other people, not the depositor, in most cases).

Lesson 1: trust no one with your money.
Lesson 2: if you must break lesson 1, make sure you only bear a tiny fraction of the burden of loss (ie, be a citizen in a country where the people insure deposits via government program or otherwise).
Lesson 3: If you truly want to protect your bitcoins, it can be done but it requires work, knowledge, and skill...although less now than in years past. If you are throwing non-trivial sums into bitcoin, buy a Trezor and learn how to use it and how to back up a wallet seed securely.