Yes! Paper wallets are better for safety, imo. And there's no restriction to receive bitcoins to a paper wallet account/address. You can still send bitcoins to that address. 
But you can not spend any btc right?So that I won't gamble my btc
As the title says, where can I store my btc safely? Like a cold storage or something, but i dont get the idea of it... Also when it is safe, I want to deposit to it, is that possible?
i would recommend paper wallet, it is form of cold storage, you print private key onto paper and store it safelycoins are offline and safe
many websites offers great paper wallets ready to print
You deposit to the address either by scanning the public QR code or keeping the public key with you before printing.
The biggest worry is always that someone will gain access to the wallet you have created, either from your computer or your printer.
Ideally, you would inspect the code of the program to generate your wallet code, disconnect your computer from the internet, print the paper wallet, delete print queue, format PC to remove any traces of the file being printed.
You can omit any steps, but that is the paranoid version I've just talked about.